On initial value problems in differential-algebraic equations and their numerical treatment (Q760180): Difference between revisions

For more than ten years numerical integration methods for initial value problems in differential-algebraic equations (DAE's) have been used - with different success. However, the necessary analysis of these methods as well as of the DAE's themselves is only in its beginning. This work does not aim at providing new methods for DAE's, but at analyzing methods known from the literature and software, respectively. A series of results related to the stability, consistency and Lyapunov stability of various methods is presented. In particular, a trapezoidal rule as well as certain multistep methods may become unstable, so that codes using these methods will fail in general. The positive results may stimulate the practical use of higher order methods instead of the backward differentiation formulas for suitable classes of DAE's.