A note on numerically consistent initial values for high index differential-algebraic equations

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.

• Författare: Carmen Arévalo
• Avdelning/ar: Matematik LTH; Numerical Analysis
• Publiceringsår: 2008
• Språk: Engelska
• Sidor: 14-19
• Publikation/Tidskrift/Serie: Electronic Transactions on Numerical Analysis
• Volym: 34
• Länkar: http://etna.mcs.kent.edu/vol.34.2008-2009/pp14-19.dir/pp14-19.pdf
• Dokumenttyp: Artikel i tidskrift
• Förlag: Kent State University Library
• Ämne: Mathematics
• Nyckelord: high index differential-algebraic equations; consistent initial values; higher index DAEs
• Status: Published
• Forskningsgrupp: Numerical Analysis
• ISBN/ISSN/Övrigt: ISSN: 1068-9613