DAEs that should not be solved

MaRDI QIDQ4945806zbMATH OpenFDO

Authors Uri M. Ascher

Publication date 22 March 2002

zbMATH Keywords

differential-algebraic equationsenergy conservationnumerical solutionoscillatory Hamiltonian system

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09)

Review text

For a Hamiltonian system with an autonomous Hamiltonian , the author is seeking for a numerical method which conserves the Hamiltonian or the total energy. There exist various schemes which stabilize the discret system with respect to the invariant. Here, the invariant is projected and the obtained pure index-2 DAE is discretized by a modified midpoint method. Such a projection midpoint scheme retains reversibility but not behave always well. For the harmonic oscillator equations in the highly oscillatory case, the projected DAEs enforcing preservation of the energy are linearized about a current iterate. Then, the underlying ODE will be unstable for some interval and the DAEs should not be solved. Three concret examples are discussed. For the entire collection see [Zbl 0930.00048].

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