On first- and second-order difference schemes for differential-algebraic equations of index at most two |
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| Authors: | M. V. Bulatov Lee Ming-Gong L. S. Solovarova |
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| Affiliation: | 1.Institute of System Dynamics and Control Theory, Siberian Branch,Russian Academy of Sciences,Irkutsk,Russia;2.Department of Applied Mathematics,Chung Hua University,Hsinchu,Taiwan |
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| Abstract: | Difference schemes of the Euler and trapezoidal types for the numerical solution of the initial-value problem for linear differential-algebraic equations are examined. These schemes are analyzed for model examples, and their superiority over the familiar first- and second-order implicit methods is shown. Conditions for the convergence of the proposed algorithms are formulated. |
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