Asymptotic approximation for matrix differential equations and applications (Q1374504)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic approximation for matrix differential equations and applications |
scientific article; zbMATH DE number 1095825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic approximation for matrix differential equations and applications |
scientific article; zbMATH DE number 1095825 |
Statements
Asymptotic approximation for matrix differential equations and applications (English)
0 references
10 December 1997
0 references
The authors develop a complex-valued and a real-valued vector and matrix extension of the scalar Liouville-Green asymptotic approximation. They consider the vector and matrix differential equations \(y''=A(t)y\) and \(Y''=A(t)Y\) on \([a,\infty ]\), where \(A(t)\) is a Hermitian, \(n\times n\) matrix function, analytic on \([a,\infty ]\) and invertible at \(\infty\). Analyticity of \(A(t)\) is a technical assumption but invertibility of \(A(t)\) is essential and has an analogy in the scalar case. They derive an asymptotic formula for \(Y\), \(Y'\) and an asymptotic expression for a determinant that determines the conjugate points of the above equations. They present the relation between the minimal negative eigenvalue of \(A(t)\) at \(t=\infty\) and the first conjugate point of \(a\) for large values of \(a\).
0 references
Liouville-Green approximation
0 references
matrix differential equation
0 references
oscillation
0 references