Improving the accuracy of BDF methods for index 3 differential-algebraic equations (Q1904271)

This paper deals with the improvement of the accuracy of backward difference formulas (BDF) for solving index 3 differential-algebraic equations (DAEs) when there is a change of step size or a change of order of the method. Modern codes use variable step sizes and the backward Euler method produces numerical solutions containing \(O(1)\) errors after every step where a change of step size in made. The purpose of the paper is the development of correction algorithms in order to obtain \(O(h)\) accuracy following steps where the step size is changed. The same phenomenon occurs after changing the order from the backward Euler method to any higher-order BDF method. The authors present, here, algorithms that correct the errors locally and increase the accuracy of the algebraic variable from \(O(1)\) to \(O(h)\). Numerical tests have been done, by the authors, with known analytic solution for testing the correction formulas and algorithms.