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On first- and second-order difference schemes for differential-algebraic equations of index at most two

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Abstract

Difference schemes of the Euler and trapezoidal types for the numerical solution of the initial-value problem for linear differential-algebraic equations are examined. These schemes are analyzed for model examples, and their superiority over the familiar first- and second-order implicit methods is shown. Conditions for the convergence of the proposed algorithms are formulated.

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Authors and Affiliations

  1. Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia

    M. V. Bulatov & L. S. Solovarova

  2. Department of Applied Mathematics, Chung Hua University, WuFu Road, Section 2, No 707, Hsinchu, 300, Taiwan

    Lee Ming-Gong

Authors
  1. M. V. Bulatov
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  2. Lee Ming-Gong
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  3. L. S. Solovarova
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Correspondence to M. V. Bulatov.

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Original Russian Text © M.V. Bulatov, Lee Ming-Gong, L.S. Solovarova, 2010, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2010, Vol. 50, No. 11, pp. 1909–1918.

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Bulatov, M.V., Ming-Gong, L. & Solovarova, L.S. On first- and second-order difference schemes for differential-algebraic equations of index at most two. Comput. Math. and Math. Phys. 50, 1808–1817 (2010). https://doi.org/10.1134/S0965542510110047

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  • DOI: https://doi.org/10.1134/S0965542510110047

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