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Sensitivity of solutions of linear DAE to perturbations of the system matrices

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Abstract

This paper studies the effect of perturbations in the system matrices of linear Differential Algebraic Equations (DAE) onto the solutions. It turns out that these may result in a more complicated perturbation pattern for higher index problems than in the case for (standard) additive perturbations. We give an analysis here for linear index-1 and index-2 problems, which, however, has clear ramifications in nonlinear problems (e.g., via the Newton process). This analysis is sustained by a number of examples.

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Authors and Affiliations

  1. Department of Mathematics and Computing Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB, Eindhoven, The Netherlands

    R.M.M. Mattheij

  2. Philips Components B.V., LCD Cells & Modules, 6416 SG, Heerlen, The Netherlands

    P.M.E.J. Wijckmans

Authors
  1. R.M.M. Mattheij
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  2. P.M.E.J. Wijckmans
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Mattheij, R., Wijckmans, P. Sensitivity of solutions of linear DAE to perturbations of the system matrices. Numerical Algorithms 19, 159–171 (1998). https://doi.org/10.1023/A:1019158524005

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  • DOI: https://doi.org/10.1023/A:1019158524005

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