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19982025
most citedThe Anderson model of localization: a challenge for modern eigenvalue methods

46 citations · 201 across the 50 of their papers we have counts for

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Showing 2020Show all

6 papers · 1 filter

math.DS2020

Port-Hamiltonian formulations of poroelastic network models

Robert Altmann, Volker Mehrmann, Benjamin Unger

We investigate an energy-based formulation of the two-field poroelasticity model and the related multiple-network model as they appear in geosciences or medical applications. We pr…

math.NA2020

A two-level iterative scheme for general sparse linear systems based on approximate skew-symmetrizers

Murat Manguoglu, Volker Mehrmann

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part an…

math.NA2020

Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems

Andrés González-Zumba, Pedro Fernández-de-Córdoba, Juan-Carlos Cortés +1

In this paper we discuss Stochastic Differential-Algebraic Equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on inde…

math.OC2020

Structured backward errors for eigenvalues of linear port-Hamiltonian descriptor systems

Volker Mehrmann, Paul Van Dooren

When computing the eigenstructure of matrix pencils associated with the passivity analysis of perturbed port-Hamiltonian descriptor system using a structured generalized eigenvalue…

q-fin.CP2020★ 5 cited

Model order reduction for parametric high dimensional models in the analysis of financial risk

Andreas Binder, Onkar Jadhav, Volker Mehrmann

This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes,…

math.NA2020

Distance problems for dissipative Hamiltonian systems and related matrix polynomials

Christian Mehl, Volker Mehrmann, Michal Wojtylak

We study the characterization of several distance problems for linear differential-algebraic systems with dissipative Hamiltonian structure. Since all models are only approximation…