Numerical Algorithms

, Volume 41, Issue 2, pp 161–171 | Cite as

Numerical solutions of index-1 differential algebraic equations can be computed in polynomial time



The cost of solving an initial value problem for index-1 differential algebraic equations to accuracy ɛ is polynomial in ln(1/ɛ). This cost is obtained for an algorithm based on the Taylor series method for solving differential algebraic equations developed by Pryce. This result extends a recent result by Corless for solutions of ordinary differential equations. The results of the standard theory of information-based complexity give exponential cost for solving ordinary differential equations, being based on a different model.


differential algebraic equations initial value problems adaptive step-size control Taylor series structural analysis automatic differentiation 

AMS subject classification

34A09 65L80 68Q25 


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Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  1. 1.Ontario Research Centre for Computer Algebra and Department of Applied MathematicsUniversity of Western OntarioLondonCanada

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