Backward differentiation approximations of nonlinear differential/algebraic systems

Authors:
Kathryn E. Brenan and Björn E. Engquist

Journal:
Math. Comp. **51** (1988), 659-676, S7

MSC:
Primary 65L05

DOI:
https://doi.org/10.1090/S0025-5718-1988-0930221-3

MathSciNet review:
930221

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Abstract | References | Similar Articles | Additional Information

Abstract: Finite difference approximations of dynamical systems modelled by nonlinear, semiexplicit, differential/algebraic equations are analyzed. Convergence for the backward differentiation method is proved for index two and index three problems when the numerical initial values obey certain constraints. The appropriate asymptotic convergence rates and the leading error terms are determined.

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DOI:
https://doi.org/10.1090/S0025-5718-1988-0930221-3

Article copyright:
© Copyright 1988
American Mathematical Society