Term of Award
Master of Science in Mathematics
Document Type and Release Option
Thesis (restricted to Georgia Southern)
Department of Mathematical Sciences
Laurene V. Fausett
Committee Member 1
Donald W. Fausett
Committee Member 2
Kanuri N. Murty
A fundamental occupation of a mathematician is to describe a physical situation by a set of equations in order to solve real life problems. Most natural events can be expressed as differential and difference equations. In this respect, Ordinary Differential Equations (ODE) are one of the most useful parts of mathematics for theory and applications.
The objective of this project is to study systems of linear differential and difference equations. First, we compare two solution forms for the first order matrix differential equation Y'=AY+YB. The first form, due to Neudecker, utilizes the Kronecker products of matrices to convert an n x n matrix differential equation into an n x n vector ODE. The second form, due to Murty, finds the solution in terms of the fundamental matrix solutions of two n x u vector ODE. This allows dealing with relatively much larger matrices than in Neudecker's solution.
Second, we present some basic results on the relation between the kth order difference equation and the companion matrix equation; these results are not available in the literature. Then, we present a set of necessary and sulfirient conditions for the complete controllability and observability of the general first order difference system. Examples are provided to illustrate many of the theoretical results.
To obtain a full copy of this work, please visit the campus of Georgia Southern University or request a copy via your institution's Interlibrary Loan (ILL) department. Authors and copyright holders, learn how you can make your work openly accessible online.
Tugcu, Gulcin, "First Order Linear Systems" (2004). Legacy ETDs. 35.