Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ SIAM Journal on Nume...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article
Data sources: zbMATH Open
SIAM Journal on Numerical Analysis
Article . 1992 . Peer-reviewed
Data sources: Crossref
versions View all 2 versions
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Differential/Algebraic Equations As Stiff Ordinary Differential Equations

Differential/algebraic equations as stiff ordinary differential equations
Authors: Michael Knorrenschild;

Differential/Algebraic Equations As Stiff Ordinary Differential Equations

Abstract

To a system of differential algebraic equations: \[ \text{(DAE)}\quad y'(t)=f(t,y(t),z(t),0),\quad g(t,y(t),z(t),0)=0, \] a system of singularly perturbed ordinary differential equations: \[ \text{(ODE)}\quad y_ \varepsilon'(t)=f(t,y_ \varepsilon(t),z_ \varepsilon(t),\varepsilon), \varepsilon z_ \varepsilon'(t)=g(t,y_ \varepsilon(t),z_ \varepsilon(t),\varepsilon) \] is assigned. Under certain conditions, and in certain sense, the solutions \(y_ \varepsilon\) and \(z_ \varepsilon\) of the singularly perturbed system (ODE) converge to \(y\) and \(z\) respectively, when \(\varepsilon\to 0\). However, in general the system (ODE) is stiff: its stiffness increases with \(\varepsilon\) diminishing. In order to resolve approximately the system (DAE) one may try to apply certain numerical methods, suitable to stiff systems (for example \(A\)- stable methods) to the system (ODE) for \(\varepsilon\) sufficiently small. The obtained equations will contain two small parameters: \(\varepsilon\) and the step of integration \(h\). The main result of this paper consists in giving sufficient conditions, for implicit Runge-Kutta methods, for the convergence of the solution of the discretized, singularly perturbed system (ODE) to the solution of (DAE). However the main goal is that the estimates for the error bounds are uniform in the sense, that one may pass to the limit with \(\varepsilon\to 0\), uniformly with respect to \(h\) and vice versa. The author obtains this result because the method of so-called \(B\)- convergence is applied in the proof. Proofs are given in extenso, with some reference to the literature. Certain known methods are discussed. Results of this work are compared with results in the same field, obtained recently by other authors.

Keywords

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations, numerical example, implicit Runge-Kutta methods, \(B\)-convergence, Nonlinear ordinary differential equations and systems, singular perturbations, Numerical methods for initial value problems involving ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations, differential/algebraic equations, stiff ordinary differential equations

  • BIP!
    Impact byBIP!
    citations
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    13
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
13
Average
Top 10%
Average
bronze