An adaptive wavelet method for nonlinear differential-algebraic equations (Q2381308)

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An adaptive wavelet method for nonlinear differential-algebraic equations
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    An adaptive wavelet method for nonlinear differential-algebraic equations (English)
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    17 September 2007
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    The paper deals with the numerical treatment of semi-explicit differential algebraic equations (DAEs) of index 1 arising from electric circuit simulations. The authors suggest a multi-resolution adaptive wavelet method. This method combines cubic spline wavelet collocation with modified adaptive Newton techniques. It seems in particular appropriate for highly oscillatory DAEs. The authors show global convergence of the modified Newton iteration provided the right hand side of the DAE satisfies appropriate Lipschitz conditions. Moreover, a numerical example is shown to demonstate the power of the suggested numerical scheme.
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    differential-algebraic equations of index 1
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    adaptive wavelet techniques
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    modified Newton iteration
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    multi-resolution
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    cubic spline wavelet collocation
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    global convergence
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    numerical example
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