Abstract
When differential-algebraic equations of index 3 or higher are solved
with backward differentiation formulas, the solution in the first few
steps can have gross errors, the solution can have gross errors in the
first few steps, even if the initial values are equal to the exact
solution and even if the step size is kept constant. This raises the
question of what are consistent initial values for the difference
equations. Here we study how to change the exact initial values into what
we call numerically consistent initial values for the implicit Euler
method.
with backward differentiation formulas, the solution in the first few
steps can have gross errors, the solution can have gross errors in the
first few steps, even if the initial values are equal to the exact
solution and even if the step size is kept constant. This raises the
question of what are consistent initial values for the difference
equations. Here we study how to change the exact initial values into what
we call numerically consistent initial values for the implicit Euler
method.
| Original language | English |
|---|---|
| Pages (from-to) | 14-19 |
| Journal | Electronic Transactions on Numerical Analysis |
| Volume | 34 |
| Publication status | Published - 2008 |
Bibliographical note
The information about affiliations in this record was updated in December 2015.The record was previously connected to the following departments: Numerical Analysis (011015004)
Subject classification (UKÄ)
- Mathematics
Free keywords
- high index differential-algebraic equations
- consistent initial values
- higher index DAEs