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BIT Numerical Mathematics

, Volume 45, Issue 3, pp 561–591 | Cite as

Solving Differential-Algebraic Equations by Taylor Series (I): Computing Taylor Coefficients

  • Nedialko S. Nedialkov
  • John D. Pryce
Article

Abstract

This paper is one of a series underpinning the authors’ DAETS code for solving DAE initial value problems by Taylor series expansion. First, building on the second author’s structural analysis of DAEs (BIT, 41 (2001), pp. 364–394), it describes and justifies the method used in DAETS to compute Taylor coefficients (TCs) using automatic differentiation. The DAE may be fully implicit, nonlinear, and contain derivatives of order higher than one. Algorithmic details are given.

Second, it proves that either the method succeeds in the sense of computing TCs of the local solution, or one of a number of detectable error conditions occurs.

Key words

differential-algebraic equations (DAEs) structural analysis Taylor series automatic differentiation 

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Copyright information

© Springer-Verlag 2005

Authors and Affiliations

  1. 1.Department of Computing and SoftwareMcMaster UniversityHamiltonCanada
  2. 2.Computer Information Systems Engineering DepartmentCranfield UniversitySwindonUK

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