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Least-Squares Collocation for Higher-Index Linear Differential-Algebraic Equations: Estimating the Instability Threshold
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.).
(English)Manuscript (preprint) (Other academic)
Abstract [en]

Abstract: Differential-algebraic equations with higher index give rise to essentially ill-posed problems. The least-squares collocation by discretizing the pre-image space is not much more computationally expensive than standard collocation methods used in the numerical solution of ordinary differential equations and index-1 differential-algebraic equations. This approach has displayed excellent convergence properties in numerical experiments, however, theoretically, till now convergence could be established merely for regular linear differential-algebraic equations with constant coefficients. We present now an estimate of the instability threshold which serves as the basic key for proving convergence for general regular linear DAEs.

National Category
Computational Mathematics
Research subject
Applied and Computational Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-218775OAI: oai:DiVA.org:kth-218775DiVA, id: diva2:1161497
Note

QC 20171211

Available from: 2017-11-30 Created: 2017-11-30 Last updated: 2017-12-11Bibliographically approved

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https://www.mathematik.hu-berlin.de/de/forschung/pub/p-2017-06

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Hanke, Michael
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CiteExportLink to record
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  • apa
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