Volume 34, pp. 14-19, 2008-2009.

A note on numerically consistent initial values for high index differential-algebraic equations

Carmen Arévalo

Abstract

When differential-algebraic equations of index 3 or higher are solved with backward differentiation formulas, 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 stepsize 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.

Full Text (PDF) [80 KB]

Key words

high index differential-algebraic equations, consistent initial values

AMS subject classifications

65L05

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