On BDF-based multistep schemes for some classes of linear differential-algebraic equations of index at most 2

DOI10.1007/S40306-016-0171-2MaRDI QIDQ505596zbMATH OpenOpenAlexFDO

Authors Vu Hoang Linh, Mikhail Valer'yanovich Bulatov, Lyubov' Stepanovna Solovarova

Publication date 26 January 2017

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40306-016-0171-2

zbMATH Keywords

backward differentiation formulasconvergenceindexlinear differential-algebraic equationmultistep difference schemesnumerical differentiationnumerical experimentsstabilitystrangeness-free form

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for differential-algebraic equations (65L80)

Review text

The authors suggest a family of efficient multistep difference schemes for linear systems of nonautonomous differential-algebraic equations \[ A(t)\dot x+B(t)x=f(t) \] of index at most \(2\). It is demonstrated that the application of popular backward differentiation formulas (BDFs) to a modified form of the original equation preserves stability and convergence order of the corresponding BDF method in the case of ordinary differential equations. Further aspects include numerical differentiation involved in the implementation, as well as numerical errors. The paper closes with various numerical experiments confirming the theoretical results.

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Cited in

(9)

• Runge-Kutta methods revisited for a class of structured strangeness-free differential-algebraic equations
• On self-regularization properties of a difference scheme for linear differential-algebraic equations
• Improving the accuracy of BDF methods for index 3 differential-algebraic equations
• Acceleration of implicit schemes for large linear systems of differential-algebraic equations
• Block difference schemes of high order for stiff linear differential-algebraic equations
• Collocation-variation difference schemes with several collocation points for differential-algebraic equations
• Stable numerical solution for a class of structured differential-algebraic equations by linear multistep methods
• The Analysis of Generalized Backward Difference Formula Methods Applied to Hessenberg Form Differential-Algebraic Equations
• Feasibility and Stability Behaviour of the BDF Applied to Index‐2 Differential Algebraic Equations

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