Spectral Theory of Infinite Dimensional Dissipative Hamiltonian Systems
Authors
Christian Mehl, Volker Mehrmann, Michał Wojtylak
Abstract
The spectral theory for operator pencils and operator differential-algebraic equations is studied. Special focus is laid on singular operator pencils and three different concepts of singularity of operator pencils are introduced. The concepts are analyzed in detail and examples are presented that illustrate the subtle differences. It is investigated how these concepts are related to uniqueness of the underlying algebraic-differential operator equation, showing that, in general, classical results known from the finite dimensional case of matrix pencils and differential-algebraic equations do not prevail. The results are then studied in the setting of structured operator pencils arising in dissipative differential-algebraic equations. Here, unlike to the general infinite-dimensional case, the uniqueness of solutions to dissipative differential-algebraic operator equations is closely related to the singularity of the pencil.
Keywords
Operator differential-algebraic equation; Singular operator pencil; Regular operator pencil; Dissipative Hamiltonian equation; 37L05; 37L20; 47D06; 93B28; 93C05
Citation
- Journal: Journal of Dynamics and Differential Equations
- Year: 2025
- Volume:
- Issue:
- Pages:
- Publisher: Springer Science and Business Media LLC
- DOI: 10.1007/s10884-025-10420-y
BibTeX
@article{Mehl_2025,
title={{Spectral Theory of Infinite Dimensional Dissipative Hamiltonian Systems}},
ISSN={1572-9222},
DOI={10.1007/s10884-025-10420-y},
journal={Journal of Dynamics and Differential Equations},
publisher={Springer Science and Business Media LLC},
author={Mehl, Christian and Mehrmann, Volker and Wojtylak, Michał},
year={2025}
}
References
- Achleitner, F., Arnold, A. & Mehrmann, V. Hypocoercivity and controllability in linear semi‐dissipative Hamiltonian ordinary differential equations and differential‐algebraic equations. ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik vol. 103 (2021) – 10.1002/zamm.202100171
- Altmann, R., Mehrmann, V. & Unger, B. Port-Hamiltonian formulations of poroelastic network models. Mathematical and Computer Modelling of Dynamical Systems vol. 27 429–452 (2021) – 10.1080/13873954.2021.1975137
- Altmann, R. & Schulze, P. A port-Hamiltonian formulation of the Navier–Stokes equations for reactive flows. Systems & Control Letters vol. 100 51–55 (2017) – 10.1016/j.sysconle.2016.12.005
- Aoues, S., Cardoso-Ribeiro, F. L., Matignon, D. & Alazard, D. Modeling and Control of a Rotating Flexible Spacecraft: A Port-Hamiltonian Approach. IEEE Transactions on Control Systems Technology vol. 27 355–362 (2019) – 10.1109/tcst.2017.2771244
- Baaiu, A. et al. Port-based modelling of mass transport phenomena. Mathematical and Computer Modelling of Dynamical Systems vol. 15 233–254 (2009) – 10.1080/13873950902808578
- Bansal, H. et al. Port-Hamiltonian formulation of two-phase flow models. Systems & Control Letters vol. 149 104881 (2021) – 10.1016/j.sysconle.2021.104881
- Batchelor, G. K. An Introduction to Fluid Dynamics. (2000) doi:10.1017/cbo9780511800955 – 10.1017/cbo9780511800955
- T Berger, Trans. Amer. Math. Soc. (2024)
- Berger, T., Trunk, C. & Winkler, H. Linear relations and the Kronecker canonical form. Linear Algebra and its Applications vol. 488 13–44 (2016) – 10.1016/j.laa.2015.09.033
- Biot, M. A. General Theory of Three-Dimensional Consolidation. Journal of Applied Physics vol. 12 155–164 (1941) – 10.1063/1.1712886
- Boffi, D., Brezzi, F. & Fortin, M. Mixed Finite Element Methods and Applications. Springer Series in Computational Mathematics (Springer Berlin Heidelberg, 2013). doi:10.1007/978-3-642-36519-5 – 10.1007/978-3-642-36519-5
- Bögli, S. Local convergence of spectra and pseudospectra. Journal of Spectral Theory vol. 8 1051–1098 (2018) – 10.4171/jst/222
- Bögli, S. & Marletta, M. Essential numerical ranges for linear operator pencils. IMA Journal of Numerical Analysis vol. 40 2256–2308 (2019) – 10.1093/imanum/drz049
- Byers, R., He, C. & Mehrmann, V. Where is the nearest non-regular pencil? Linear Algebra and its Applications vol. 285 81–105 (1998) – 10.1016/s0024-3795(98)10122-2
- Campbell, S. L. & Marszalek, W. The Index of an Infinite Dimensional Implicit System. Mathematical and Computer Modelling of Dynamical Systems vol. 5 18–42 (1999) – 10.1076/mcmd.5.1.18.3625
- Campbell, S. L. & Marszalek, W. DAEs arising from traveling wave solutions of PDEs. Journal of Computational and Applied Mathematics vol. 82 41–58 (1997) – 10.1016/s0377-0427(97)00084-8
- Cardoso-Ribeiro, F. L., Matignon, D. & Pommier-Budinger, V. A port-Hamiltonian model of liquid sloshing in moving containers and application to a fluid-structure system. Journal of Fluids and Structures vol. 69 402–427 (2017) – 10.1016/j.jfluidstructs.2016.12.007
- Ciarlet, P. G. The Finite Element Method for Elliptic Problems. (2002) doi:10.1137/1.9780898719208 – 10.1137/1.9780898719208
- Egger, H. & Kugler, T. Damped wave systems on networks: exponential stability and uniform approximations. Numerische Mathematik vol. 138 839–867 (2017) – 10.1007/s00211-017-0924-4
- Emmrich, E. & Mehrmann, V. Operator Differential-Algebraic Equations Arising in Fluid Dynamics. Computational Methods in Applied Mathematics vol. 13 443–470 (2013) – 10.1515/cmam-2013-0018
- Erbay, M., Jacob, B., Morris, K., Reis, T. & Tischendorf, C. Index Concepts for Linear Differential-Algebraic Equations in Infinite Dimensions. DAE Panel vol. 2 (2024) – 10.52825/dae-p.v2i.2514
- LC Evans, Partial differential equations (2022)
- FR Gantmacher, Theory of matrices (1959)
- Gernandt, H., Haller, F. E. & Reis, T. A Linear Relation Approach to Port-Hamiltonian Differential-Algebraic Equations. SIAM Journal on Matrix Analysis and Applications vol. 42 1011–1044 (2021) – 10.1137/20m1371166
- H Gernandt, Syphax J. Math.: Nonlinear Anal., Operator Syst. (2021)
- Jacob, B. & Morris, K. On Solvability of Dissipative Partial Differential-Algebraic Equations. IEEE Control Systems Letters vol. 6 3188–3193 (2022) – 10.1109/lcsys.2022.3183479
- Jacob, B. & Zwart, H. J. Linear Port-Hamiltonian Systems on Infinite-Dimensional Spaces. (Springer Basel, 2012). doi:10.1007/978-3-0348-0399-1 – 10.1007/978-3-0348-0399-1
- Koval, V. & Pagacz, P. On singular pencils with commuting coefficients. Linear and Multilinear Algebra 1–20 (2024) doi:10.1080/03081087.2024.2435409 – 10.1080/03081087.2024.2435409
- Kubrusly, C. S. Spectral Theory of Operators on Hilbert Spaces. (Birkhäuser Boston, 2012). doi:10.1007/978-0-8176-8328-3 – 10.1007/978-0-8176-8328-3
- Kunkel, P. & Mehrmann, V. Differential-Algebraic Equations. EMS Textbooks in Mathematics (2006) doi:10.4171/017 – 10.4171/017
- Kurula, M., Zwart, H., van der Schaft, A. & Behrndt, J. Dirac structures and their composition on Hilbert spaces. Journal of Mathematical Analysis and Applications vol. 372 402–422 (2010) – 10.1016/j.jmaa.2010.07.004
- Laurén, F. & Nordström, J. Spectral properties of the incompressible Navier-Stokes equations. Journal of Computational Physics vol. 429 110019 (2021) – 10.1016/j.jcp.2020.110019
- Le Gorrec, Y., Zwart, H. & Maschke, B. Dirac structures and Boundary Control Systems associated with Skew-Symmetric Differential Operators. SIAM Journal on Control and Optimization vol. 44 1864–1892 (2005) – 10.1137/040611677
- Lucht, W., Strehmel, K. & Eichler-Liebenow, C. Bit Numerical Mathematics vol. 39 484–512 (1999) – 10.1023/a:1022370703243
- A Macchelli, Modeling and control of complex physical systems–the port-Hamiltonian approach (2009)
- Macchelli, A., Melchiorri, C. & Bassi, L. Port-based Modelling and Control of the Mindlin Plate. Proceedings of the 44th IEEE Conference on Decision and Control 5989–5994 doi:10.1109/cdc.2005.1583120 – 10.1109/cdc.2005.1583120
- Macchelli, A., van der Schaft, A. J. & Melchiorri, C. Port Hamiltonian formulation of infinite dimensional systems I. Modeling. 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) 3762-3767 Vol.4 (2004) doi:10.1109/cdc.2004.1429324 – 10.1109/cdc.2004.1429324
- Macchelli, A., van der Schaft, A. J. & Melchiorri, C. Port Hamiltonian formulation of infinite dimensional systems II. Boundary control by interconnection. 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) 3768-3773 Vol.4 (2004) doi:10.1109/cdc.2004.1429325 – 10.1109/cdc.2004.1429325
- Matignon, D. & Hélie, T. A class of damping models preserving eigenspaces for linear conservative port-Hamiltonian systems. European Journal of Control vol. 19 486–494 (2013) – 10.1016/j.ejcon.2013.10.003
- Mehl, C., Mehrmann, V. & Wojtylak, M. Linear Algebra Properties of Dissipative Hamiltonian Descriptor Systems. SIAM Journal on Matrix Analysis and Applications vol. 39 1489–1519 (2018) – 10.1137/18m1164275
- Mehl, C., Mehrmann, V. & Wojtylak, M. Distance problems for dissipative Hamiltonian systems and related matrix polynomials. Linear Algebra and its Applications vol. 623 335–366 (2021) – 10.1016/j.laa.2020.05.026
- Mehrmann, V. & Unger, B. Control of port-Hamiltonian differential-algebraic systems and applications. Acta Numerica vol. 32 395–515 (2023) – 10.1017/s0962492922000083
- Zwart, H. & Mehrmann, V. Abstract Dissipative Hamiltonian Differential-Algebraic Equations Are Everywhere. DAE Panel vol. 2 (2024) – 10.52825/dae-p.v2i.957
- Öttinger, H. C. & Grmela, M. Dynamics and thermodynamics of complex fluids. II. Illustrations of a general formalism. Physical Review E vol. 56 6633–6655 (1997) – 10.1103/physreve.56.6633
- Puche, M., Reis, T. & Schwenninger, F. L. Constant-coefficient differential-algebraic operators and the Kronecker form. Linear Algebra and its Applications vol. 552 29–41 (2018) – 10.1016/j.laa.2018.04.005
- Reis, T. Circuit synthesis of passive descriptor systems—a modified nodal approach. International Journal of Circuit Theory and Applications vol. 38 44–68 (2008) – 10.1002/cta.532
- Reis, T. & Schaller, M. Port-Hamiltonian Formulation of Oseen Flows. Trends in Mathematics 123–148 (2024) doi:10.1007/978-3-031-64991-2_5 – 10.1007/978-3-031-64991-2_5
- W Rudin, Real and complex analysis (1987)
- Showalter, R. E. Diffusion in Poro-Elastic Media. Journal of Mathematical Analysis and Applications vol. 251 310–340 (2000) – 10.1006/jmaa.2000.7048
- Sohr, H. The Navier-Stokes Equations. Birkhäuser Advanced Texts Basler Lehrbücher (Birkhäuser Basel, 2001). doi:10.1007/978-3-0348-8255-2 – 10.1007/978-3-0348-8255-2
- Trostorff, S. Semigroups Associated with Differential-Algebraic Equations. Springer Proceedings in Mathematics & Statistics 79–94 (2020) doi:10.1007/978-3-030-46079-2_5 – 10.1007/978-3-030-46079-2_5
- van der Schaft, A. J. & Maschke, B. M. Hamiltonian formulation of distributed-parameter systems with boundary energy flow. Journal of Geometry and Physics vol. 42 166–194 (2002) – 10.1016/s0393-0440(01)00083-3
- J Weidmann, Linear operators in Hilbert spaces (2012)