Three-layer finite-difference method for linear partial differential-algebraic systems

DOI10.1134/S0012266110040130MaRDI QIDQ610326zbMATH OpenOpenAlexFDO

Authors S. V. Gaidomak

Publication date 8 December 2010

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0012266110040130

zbMATH Keywords

collocation methodconvergencefirst order linear partial differential-algebraic systemshyperbolic systeminitial boundary value problemsmatrix pencilspline-collocation methodstabilitythree-layer finite difference method

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Linear ordinary differential equations and systems (34A30) Initial-boundary value problems for first-order hyperbolic systems (35L50) Numerical methods for differential-algebraic equations (65L80) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Review text

The paper deals with numerical approximation for solutions of initial boundary value problems of first order linear partial differential-algebraic systems that have a special structure of a matrix pencil. This allows to split the system into a system of ordinary differential equations, a hyperbolic system and a linear algebraic system. The numerical approach is based on a three-layer finite difference method that relies on the spline-collocation method. In this framework, convergence and stability of the method are achieved.

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Cites work

• Algebro-differential operators with a finite-dimensional kernel.
• Convergence of Runge-Kutta methods applied to linear partial differential-algebraic equations
• Indexes and special discretization methods for linear partial differential algebraic equations
• The Index of an Infinite Dimensional Implicit System

Cited in

(6)

• The canonical structure of a pencil of degenerate matrix functions
• Three-layer finite difference method for solving linear differential algebraic systems of partial differential equations
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• On mathematical modelling of metals distribution in peat layers
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• Numerical solution of linear differential-algebraic systems of partial differential equations

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