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