This article is cited in 4 papers

Preservation of stability type of difference schemes when solving stiff differential algebraic equations

V. F. Chistyakov

Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences, Irkutsk

Abstract: Implicit methods applied to the numerical solution of systems of ordinary differential equations (ODEs) with an identically singular matrix multiplying the derivative of the sought-for vector-function are considered. The effects produced by losing $L$-stability of a classical implicit Euler scheme when solving such stiff systems are discussed.

Key words: differential algebraic equations, index, solution space, implicit Euler scheme.

UDC: 517.977

Received: 07.10.2010
Revised: 09.12.2010

 English version: Numerical Analysis and Applications, 2011, 4:4, 363–375

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