MATLAB Examples

# Transient Growth

Nick Trefethen, July 2011

(Chebfun example linalg/TransientGrowth.m)

If A is a matrix whose eigenvalues are in the open left half of the complex plane, then the corresponding dynamical system defined by the equation du/dt = Au is asymptotically stable, with all solutions decaying to zero as t->infinity. Since the solution is u(t) = exp(tA)*u(0), another way to say this is that the quantities norm(expm(tA)) decay to zero as t->infty.

Along the way, however, there may be transient growth, and this is important for example in some problems in fluid mechanics. A recent paper by Whidborne and Amar [2] considers the following matrix taken from an earlier paper by Plitschke and Wirth:

```tic A = [-1 0 0 0 0 0 -625; 0 -1 -30 400 0 0 250; -2 0 -1 0 0 0 30; 5 -1 5 -1 0 0 200; 11 1 25 -10 -1 1 -200; 200 0 0 -150 -100 -1 -1000; 1 0 0 0 0 0 -1] ```
```A = Columns 1 through 6 -1 0 0 0 0 0 0 -1 -30 400 0 0 -2 0 -1 0 0 0 5 -1 5 -1 0 0 11 1 25 -10 -1 1 200 0 0 -150 -100 -1 1 0 0 0 0 0 Column 7 -625 250 30 200 -200 -1000 -1 ```

Here (adapted from linalg/NonnormalQuiz.m) is a code to compute and plot norm(expm(tA)) as a function of t:

```e = chebfun(@(t) norm(expm(t*A)),[0 2.5],... 'vectorize','splitting','on','eps',1e-14); LW = 'linewidth'; FS = 'fontsize'; plot(e,'b',LW,2) xlabel('t',FS,14), ylabel('||e^{tA}||',FS,14) title('amplitude',FS,16) ```

Actually Whidborne and Amar plot the square of this function. The following figure matches their Figure 1.

```e2 = e.^2; plot(e2,'b',LW,2) xlabel('t',FS,14), ylabel('||e^{tA}||^2',FS,14) title('energy',FS,16) ```

They are interested in calculating the maximum energy:

```fprintf('Maximum energy = %15.8f\n',max(e2)) ```
```Maximum energy = 358147.98785179 ```

Here's the time for this Example:

```toc ```
```Elapsed time is 9.014774 seconds. ```

References:

[1] L. N. Trefethen and M. Embree, Spectra and Pseudospectra: The Behavior of Nonnormal Matrices and Operators, Princeton U. Press, 2005.

[2] J. F. Whidborne and N. Amar, Computing the maximum transient energy growth, BIT Numerical Mathematics 51 (2011), 447-457.