Backward Differentiation Approximations of Nonlinear Differential/Algebraic Systems

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Backward Differentiation Approximations of Nonlinear Differential/Algebraic Systems

Finite difference approximations of dynamical systems modelled by nonlinear, semiexplicit, differential/algebraic equations are analyzed. Convergence for the backward differentiation method is proved for index two and index three problems when the numerical initial values obey certain constraints. The appropriate asymptotic convergence rates and the leading error terms are determined.

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ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 1988

ISSN: 0025-5718

DOI: 10.2307/2008768