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Improving the accuracy of BDF methods for index 3 differential-algebraic equations

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Abstract

Methods for solving index 3 DAEs based on BDFs suffer a loss of accuracy when there is a change of step size or a change of order of the method. A layer of nonuniform convergence is observed in these cases, andO(1) errors may appear in the algebraic variables. From the viewpoint of error control, it is beneficial to allow smooth changes of step size, and since most codes based on BDFs are of variable order, it is also of interest to avoid the inaccuracies caused by a change of order of the method. In the case of BDFs applied to index 3 DAEs in semi-explicit form, we present algorithms that correct toO(h) the inaccurate approximations to the algebraic variables when there are changes of step size in the backward Euler method. These algorithms can be included in an existing code at a very small cost. We have also described how to obtain formulas that correct theO(1) errors in the algebraic variables appearing after a change of order.

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Authors and Affiliations

  1. Department of Pure and Applied Mathematics, Universidad Simón Bolívar Apartado 89000, 1080-A, Caracas, Venezuela

    Carmen Arévalo

  2. Department of Scientific Computing, Uppsala University, P. O. Box, 120 S-75104, Uppsala, Sweden

    Per Lötstedt

  3. Saab Military Aircraft, Linköping, Sweden

    Per Lötstedt

Authors
  1. Carmen Arévalo
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  2. Per Lötstedt
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This author thanks the Centro de Estadística y Software Matemático de la Universidad Simón Bolívar (CESMa) for permitting her free use of its research facilities.

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Arévalo, C., Lötstedt, P. Improving the accuracy of BDF methods for index 3 differential-algebraic equations. Bit Numer Math 35, 297–308 (1995). https://doi.org/10.1007/BF01732606

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  • DOI: https://doi.org/10.1007/BF01732606

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