The numerical solution of some higher-index time-varying semistate systems by difference methods

DOI10.1007/BF01599006MaRDI QIDQ580905zbMATH OpenFDO

Authors K. Clark

Publication date 1987

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01599006

zbMATH Keywords

Backwards differentiation formulasboundary layer of instabilityconvergencedescriptor systemsfinite difference methodsfully implicit index one and semi-explicit index two linear systemslinear time varying semi-state systemssingular systemsstability

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) General theory for ordinary differential equations (34A99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

Backwards differentiation formulas (BDF) are one of the more popular methods used on singular systems of differential equations (also known as singular or descriptor systems). It known that even in the linear time varying case that BDF approximations need not converge. This paper examines the behavior of BDF on linear time varying semi-state systems of the form \(A(t)x'(t)+B(t)x(t)=f(t).\) Necessary and sufficient conditions are given for the solvability of fully implicit index one and semi- explicit index two linear systems in this form. Using this solvability criteria, the convergence and stability of BDF for solvable semi-explicit index two systems is established. These methods exhibit a boundary layer of instability of length 2k (where k is the order of the method) in the algebraic variables. Finally, it is shown that these systems belong to a class of BDF solvable systems which strictly contains the systems safely transformable to standard canonical form.

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Cited in

(8)

• Index two linear time varying singular systems of differential equations
• Distributional convergence of BDF approximations to solutions of descriptor systems
• Backward Differentiation Approximations of Nonlinear Differential/Algebraic Systems
• Backward differentiation approximations of nonlinear differential/algebraic systems
• Difference Methods for the Numerical Solution of Time-Varying Singular Systems of Differential Equations
• The Numerical Solution of Higher Index Linear Time Varying Singular Systems of Differential Equations
• scientific article; zbMATH DE number 4106729 (Why is no real title available?)
• Analytical and numerical solutions to higher index linear variable coefficient DAE systems

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