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Lyapunov exponents and other spectra for differential algebraic equations
Abstract:
To characterize the asymptotic
behavior and the growth rate of solutions of ordinary differential
equations (ODEs) and differential-algebraic equations (DAEs), basic
spectral notions such as Lyapunov- and Bohl exponents, as well as
Sacker-Sell spectra are discussed. For DAEs in strangeness-free form,
the results extend those for ordinary differential equations, but only
under additional conditions. This has consequences concerning the
boundedness of solutions of inhomogeneous equations. Also, linear
subspaces of leading directions are characterized, which are
associated with spectral intervals and which generalize eigenvectors
and invariant subspaces as they are used in the linear time-invariant
setting.