Abstract
The numerical solution of Hessenberg form differential-algebraic equations by variable stepsize, generalized backward difference formulae (GBDF) is studied. GBDF methods of sufficiently high order are shown to converge for problems of index 3 and 4. The proof techniques developed are not sufficiently powerful to show convergence for index 5 problems, although it is speculated that convergence also occurs for these problems.
Original language | English (US) |
---|---|
Pages (from-to) | 833-858 |
Number of pages | 26 |
Journal | SIAM Journal on Numerical Analysis |
Volume | 28 |
Issue number | 3 |
DOIs | |
State | Published - 1991 |
All Science Journal Classification (ASJC) codes
- Numerical Analysis
- Computational Mathematics
- Applied Mathematics