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Stable Numerical Solution for a Class of Structured Differential-Algebraic Equations by Linear Multistep Methods

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Abstract

It is known that when we apply a linear multistep method to differential-algebraic equations (DAEs), usually the strict stability of the second characteristic polynomial is required for the zero stability. In this paper, we revisit the use of linear multistep discretizations for a class of structured strangeness-free DAEs. Both explicit and implicit linear multistep schemes can be used as underlying methods. When being applied to an appropriately reformulated form of the DAEs, the methods have the same convergent order and the same stability property as applied to ordinary differential equations (ODEs). In addition, the strict stability of the second characteristic polynomial is no longer required. In particular, for a class of semi-linear DAEs, if the underlying linear multistep method is explicit, then the computational cost may be significantly reduced. Numerical experiments are given to confirm the advantages of the new discretization schemes.

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Acknowledgements

The authors would like to thank the anonymous referee for the very helpful comments and suggestions that led to the improvements of this paper.

Funding

This work was supported by the Nafosted Project No. 101.02-2017.314.

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Authors and Affiliations

  1. Faculty of Mathematics, Mechanics and Informatics, Vietnam National University, 334 Nguyen Trai, Thanh Xuan, Hanoi, Vietnam

    Vu Hoang Linh

  2. Tran Quoc Tuan University, Son Tay, Hanoi, Vietnam

    Nguyen Duy Truong

Authors
  1. Vu Hoang Linh
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  2. Nguyen Duy Truong
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Correspondence to Vu Hoang Linh.

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Dedicated to Professor Pham Ky Anh on the occasion of his 70th birthday

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Linh, V.H., Truong, N.D. Stable Numerical Solution for a Class of Structured Differential-Algebraic Equations by Linear Multistep Methods. Acta Math Vietnam 44, 955–976 (2019). https://doi.org/10.1007/s40306-018-00310-5

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  • DOI: https://doi.org/10.1007/s40306-018-00310-5

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