Analysis of generalized backwards difference formula methods applied to Hessenberg form differential-algebraic equations

J. B. Keiper, Charles William Gear

Research output: Contribution to journalArticlepeer-review

16 Scopus citations

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 languageEnglish (US)
Pages (from-to)833-858
Number of pages26
JournalSIAM Journal on Numerical Analysis
Volume28
Issue number3
DOIs
StatePublished - Jan 1 1991
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

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