Convergence of multistep discretizations of DAEs

Standard ODE methods such as linear multistep methods encounter difficulties when applied to differential-algebraic equations (DAEs) of index greater than 1. In particular, previous results for index 2 DAEs have practically ruled out the use of all explicit methods and of implicit multistep methods other than backward difference formulas (BDFs) because of stability considerations. In this paper we embed known results for semi-explicit index 1 and 2 DAEs in a more comprehensive theory based on compound multistep and one-leg discretizations. This explains and characterizes the necessary requirements that a method must fulfill in order to be applicable to semi-explicit DAEs. Thus we conclude that the most useful discretizations are those that avoid discretization of the constraint. A freer use of e.g. explicit methods for the non-stiff differential part of the DAE is then possible.Dedicated to Germund Dahlquist on the occasion of his 70th birthdayThis author thanks the Centro de Estadística y Software Matemático de la Universidad Simón Bolivar (CESMa) for permitting her free use of its research facilities.Partial support by the Swedish Research Council for Engineering Sciences TFR under contract no. 222/91-405.     

The logarithmic norm. History and modern theory

In his 1958 thesis Stability and Error Bounds, Germund Dahlquist introduced the logarithmic norm in order to derive error bounds in initial value problems, using differential inequalities that distinguished between forward and reverse time integration. Originally defined for matrices, the logarithmic norm can be extended to bounded linear operators, but the extensions to nonlinear maps and unbounded operators have required a functional analytic redefinition of the concept.This compact survey is intended as an elementary, but broad and largely self-contained, introduction to the versatile and powerful modern theory. Its wealth of applications range from the stability theory of IVPs and BVPs, to the solvability of algebraic, nonlinear, operator, and functional equations. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65L05     

On volterra equations of the first kind

The existence of a solution β of the equation $$\int_0^t {a(t - s)d\beta (s) = 1, t > 0} $$ is studied under fairly general assumptions on the function a. Sufficient conditions for the measure β to be absolutely continuous or satisfy some additional regularity properties are given. An extension to nonconvolution kernels is also considered.     

Logarithmic Norms and Nonlinear DAE Stability

Logarithmic norms are often used to estimate stability and perturbation bounds in linear ODEs. Extensions to other classes of problems such as nonlinear dynamics, DAEs and PDEs require careful modifications of the logarithmic norm. With a conceptual focus, we combine the extension to nonlinear ODEs [15] with that of matrix pencils [10] in order to treat nonlinear DAEs with a view to cover certain unbounded operators, i.e. partial differential algebraic equations. Perturbation bounds are obtained from differential inequalities for any given norm by using the relation between Dini derivatives and semi-inner products. Simple discretizations are also considered.     

API stepsize control for the numerical solution of ordinary differential equations

A control-theoretic approach is used to design a new automatic stepsize control algorithm for the numerical integration of ODE's. The new control algorithm is more robust at little extra expense. Its improved performance is particularly evident when the stepsize is limited by numerical stability. Comparative numerical tests are presented.     

Two-dimensional thermometry using temperature-induced line shifts of ZnO:Zn and ZnO:Ga fluorescence

Sensitive temperature-induced line shifts of the near-band-edge emission from ZnO:Ga and ZnO:Zn are investigated for two-dimensional (2D) thermometry with nanosecond time resolution. Spectral and temporal concerns for 2D measurements and the feasibility for utilizing the line shifts for temperature measurements using a spectral ratio are investigated. Owing to the high temperature sensitivity, a precision of 1% at 800 K is reported for spectral ratio measurements. The technique is demonstrated by 2D measurements of the liquid temperature of burning methanol droplets.