Abstract
Linear systems of ordinary differential equations with an identically singular or rectangular matrix multiplying the derivative of the unknown vector function are numerically solved by applying the least squares method and Tikhonov regularization. The deviation of the solution of the regularized problem from the solution set of the original problem is estimated depending on the regularization parameter.
Similar content being viewed by others
References
K. E. Brenan, S. L. Campbell, and L. R. Petzold, Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations (SIAM, Philadelphia, 1996).
Yu. E. Boyarintsev and V. F. Chistyakov, Differential Algebraic Systems: Solution Methods and Studies (Nauka, Novosibirsk, 1998) [in Russian].
V. F. Chistyakov, “On Solution Methods for Singular Linear Systems of Ordinary Differential Equations,” in Degenerate Systems of Ordinary Differential Equations (Nauka, Novosibirsk, 1982), pp. 37–66 [in Russian].
M. V. Bulatov and V. F. Chistyakov, Least Squares Solutions of Differential Algebraic Systems,” Proceedings of 11th International Baikal Workshop, Baikal, July 5–12, 1998 (Irkutsk, 1998), Vol. 4, pp. 72–75.
V. K. Gorbunov, “Method of Normal Spline Collocation,” Zh. Vychisl. Mat. Mat. Fiz. 29, 212–224 (1989).
V. K. Gorbunov and V. V. Petrishchev, “Development of the Method of Normal Spline Collocation for Linear Differential Equations,” Comput. Math. Math. Phys. 43, 1099–1108 (2003).
V. K. Gorbunov and I. V. Lutoshkin, “The Parametrization Method in Optimal Control Problems and Differential Algebraic Equations,” J. Comput. Appl. Math. 185, 377–390 (2006).
V. K. Gorbunov and V. Yu. Sviridov, “The Method of Normal Splines for Linear DAEs on the Number Semiaxis,” Appl. Numer. Math. 59, 656–670 (2009).
M. V. Bulatov, V. K. Gorbunov, Yu. V. Martynenko, and D. C. Nguyen, “Variational Approaches to Numerical Solution of Differential Algebraic Equations,” Vychisl. Tekhnol. 15(5), 3–13 (2010).
F. R. Gantmacher, The Theory of Matrices (Chelsea, New York, 1959; Nauka, Moscow, 1966).
Yu. E. Boyarintsev, Regular and Singular Systems of Linear Differential Equations (Nauka, Novosibirsk, 1980) [in Russian].
V. F. Chistyakov, Differential Algebraic Operators with a Finite-Dimensional Kernel (Nauka, Novosibirsk, 1996) [in Russian].
S. L. Campbell and L. R. Petzold, “Canonical Forms and Solvable Singular Systems of Differential Equations,” SIAM J. Alg. Discrete Methods,” 4, 517–521 (1983).
P. Kunkel and V. Mehrmann, Differential-Algebraic Equations: Analysis and Numerical Solution (Eur. Math. Soc., Zurich, Switzerland, 2006).
F. P. Vasil’ev, Solution Methods for Extremal Problems (Mosk. Gos. Univ., Moscow, 1974) [in Russian].
V. P. Maslov, Operator Methods (Nauka, Moscow, 1973) [in Russian].
S. K. Godunov, Partial Differential Equations (Nauka, Moscow, 1971) [in Russian].
N. S. Bakhvalov, N. P. Zhidkov, and G. M. Kobel’kov, Numerical Methods (Nauka, Moscow, 1987) [in Russian].
Author information
Authors and Affiliations
Corresponding author
Additional information
Original Russian Text © V.F. Chistyakov, 2011, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2011, Vol. 51, No. 12, pp. 2181–2193.
Rights and permissions
About this article
Cite this article
Chistyakov, V.F. Regularization of differential-algebraic equations. Comput. Math. and Math. Phys. 51, 2052–2064 (2011). https://doi.org/10.1134/S0965542511120104
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S0965542511120104