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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 11, Pages 1909–1918
(Mi zvmmf4959)
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This article is cited in 5 scientific papers (total in 5 papers)
On first- and second-order difference schemes for differential-algebraic equations of index at most two
M. V. Bulatova, Lee Ming-Gongb, L. S. Solovarovaa a Institute of Dynamic Systems and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033 Russia
b Taiwan, Hsinchu 300, WuFu Road, Section 2, No 707, Depart. of Appl. Math. Chung Hua University
Abstract:
Difference schemes of the Euler and trapezoidal types for the numerical solution of the initial-value problem for linear differential-algebraic equations are examined. These schemes are analyzed for model examples, and their superiority over the familiar first- and second-order implicit methods is shown. Conditions for the convergence of the proposed algorithms are formulated.
Key words:
differential-algebraic equations, index, implicit Euler method, difference schemes.
Received: 07.05.2010 Revised: 18.05.2010
Citation:
M. V. Bulatov, Lee Ming-Gong, L. S. Solovarova, “On first- and second-order difference schemes for differential-algebraic equations of index at most two”, Zh. Vychisl. Mat. Mat. Fiz., 50:11 (2010), 1909–1918; Comput. Math. Math. Phys., 50:11 (2010), 1808–1817
Linking options:
https://www.mathnet.ru/eng/zvmmf4959 https://www.mathnet.ru/eng/zvmmf/v50/i11/p1909
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