Comparing stability properties of three methods in DAEs or ODEs with invariants (Q1893939): Difference between revisions

The following methods for solving ordinary differential equations (ODEs) with invariants or differential algebraic equations (DAEs) are considered: the constrained least squares method, the coordinate projection method, and the derivative projection method. These three methods are all based on the \(k\)th order constant step size backward differentiation formula and take advantage of the invariant in a numerical solution. After developing the stability analysis for linearized problems the stability properties of the three methods are examined. Computational experiments on random problems are also given. There exist examples where each of the three methods is to prefer.