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An Introduction to Numerical Methods for ODEs and DAEs

  • C. W. Gear
Part of the NATO ASI Series book series (volume 69)

Abstract

Many standard implicit methods such as multistep and Runge-Kutta can be applied to both Ordinary Differential Equations (ODEs) and Differential Algebraic Equations (DAEs). This talk first compares and contrasts their ability to handle the two types of problems. Depending on the nature of the problem, methods that are effective for ODEs may break down for DAEs. Not all DAEs are solvable (that is, have a smooth solution). Even those that are solvable may have pathological behavior.

Keywords

Differential Algebraic Equation Matrix Pencil Backward Differentiation Formula Perturbation Index Differential Index 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1990

Authors and Affiliations

  • C. W. Gear
    • 1
  1. 1.Department of Computer ScienceUniversity of Illinois at Urbana-ChampaignUSA

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