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.
机构:
Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
Guizhou Normal Univ, Sch Math & Comp Sci, Guiyang 550001, Peoples R ChinaChinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
Bai, Zhong-Zhi
Yang, Xi
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机构:
Chinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R ChinaChinese Acad Sci, Acad Math & Syst Sci, State Key Lab Sci Engn Comp, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China