Numerical Analysis and Applications

, Volume 4, Issue 4, pp 363–375 | Cite as

Preservation of stability type of difference schemes when solving stiff differential algebraic equations

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Abstract

Implicit methods applied to the numerical solution of systems of ordinary differential equations (ODEs) with an identically singular matrix multiplying the derivative of the sought-for vector-function are considered. The effects produced by losing L-stability of a classical implicit Euler scheme when solving such stiff systems are discussed.

Keywords

differential algebraic equations index solution space implicit Euler scheme 

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© Pleiades Publishing, Ltd. 2011

Authors and Affiliations

  1. 1.Institute of System Dynamics and Control Theory, Siberian BranchRussian Academy of SciencesIrkutskRussia

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