On BDF-based multistep schemes for some classes of linear differential-algebraic equations of index at most 2 (Q505596)

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.