Finite difference methods for time dependent, linear differential algebraic equations

DOI10.1016/0893-9659(94)90026-4zbMath0792.65048OpenAlexW2014286353MaRDI QIDQ1324465

Patrick J. Rabier, Werner C. Rheinboldt

Publication date: 24 May 1994

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(94)90026-4

zbMATH Keywords

convergencereductionextrapolationfinite differencetime-dependentlinear differential algebraic equations

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12)

Related Items (11)

Performance analysis of some methods for solving Euler-Lagrange equations ⋮ Derivative and proportional state feedback for linear descriptor systems with variable coefficients ⋮ The computation of simplicial approximations of implicitly defined \(p\)-dimensional manifolds ⋮ Classical and generalized solutions of time-dependent linear differential-algebraic equations ⋮ Switched nonlinear differential algebraic equations: solution theory, Lyapunov functions, and stability ⋮ Regularizing properties of difference schemes for singular integral-differential equations ⋮ Discontinuous solutions of semilinear differential-algebraic equations—I. Distribution solutions ⋮ Time-dependent linear DAEs with discontinuous inputs ⋮ Numerical approaches for solutions of differential equations on manifolds ⋮ Characterizing differential algebraic equations without the use of derivative arrays ⋮ Finite difference methods for time dependent, linear differential algebraic equations

Cites Work

• Order and stepsize control in extrapolation methods
• Finite difference methods for time dependent, linear differential algebraic equations
• Index Two Linear Time-Varying Singular Systems of Differential Equations
• The Numerical Solution of Higher Index Linear Time Varying Singular Systems of Differential Equations
• Numerical Solution of Boundary Value Problems in Differential-Algebraic Systems
• On Symmetric Schemes and Differential-Algebraic Equations
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