A note on numerically consistent initial values for high index differential-algebraic equations
Author
Summary, in English
When differential-algebraic equations of index 3 or higher are solved
with backward differentiation formulas, the solution in the first few
steps can have gross errors, the solution can have gross errors in the
first few steps, even if the initial values are equal to the exact
solution and even if the step size is kept constant. This raises the
question of what are consistent initial values for the difference
equations. Here we study how to change the exact initial values into what
we call numerically consistent initial values for the implicit Euler
method.
with backward differentiation formulas, the solution in the first few
steps can have gross errors, the solution can have gross errors in the
first few steps, even if the initial values are equal to the exact
solution and even if the step size is kept constant. This raises the
question of what are consistent initial values for the difference
equations. Here we study how to change the exact initial values into what
we call numerically consistent initial values for the implicit Euler
method.
Department/s
- Mathematics (Faculty of Engineering)
- Numerical Analysis
Publishing year
2008
Language
English
Pages
14-19
Publication/Series
Electronic Transactions on Numerical Analysis
Volume
34
Links
Document type
Journal article
Publisher
Kent State University Library
Topic
- Mathematics
Keywords
- high index differential-algebraic equations
- consistent initial values
- higher index DAEs
Status
Published
Research group
- Numerical Analysis
ISBN/ISSN/Other
- ISSN: 1068-9613