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Regularization of differential-algebraic equations

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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.

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Correspondence to V. F. Chistyakov.

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Original Russian Text © V.F. Chistyakov, 2011, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2011, Vol. 51, No. 12, pp. 2181–2193.

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Chistyakov, V.F. Regularization of differential-algebraic equations. Comput. Math. and Math. Phys. 51, 2052–2064 (2011). https://doi.org/10.1134/S0965542511120104

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