Local error control for general index-1 and index-2 differential-algebraic equations

نویسنده

  • Jan Sieber
چکیده

This paper presents an error test function usable for the local error contro l and the automatic stepsize selection in the numerical integration of general index-1 and index-2 differentialalgebraic equations (DAEs). This test function makes a compromise between a good approximation of the error arising per step by the discretization (local error) and the order and smoothness assumptions made by the stepsize selection schemes, that are widely used in present codes. Its computation is of moderate costs and does not require additional information about the structure of the DAE from outside.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Local Minimum Principle for Optimal Control Problems Subject to Index One Differential-algebraic Equations

Necessary conditions in terms of a local minimum principle are derived for optimal control problems subject to index-1 differential-algebraic equations, pure state constraints and mixed control-state constraints. Differential-algebraic equations are composite systems of differential equations and algebraic equations, which frequently arise in practical applications. The local minimum principle ...

متن کامل

Numerical solution of higher index DAEs using their IAE's structure: Trajectory-prescribed path control problem and simple pendulum

In this paper, we solve higher index differential algebraic equations (DAEs) by transforming them into integral algebraic equations (IAEs). We apply collocation methods on continuous piece-wise polynomials space to solve the obtained higher index IAEs. The efficiency of the given method is improved by using a recursive formula for computing the integral part. Finally, we apply the obtained algo...

متن کامل

Local Error Estimates for Moderately Smooth Problems: Part II – SDEs and SDAEs with Small Noise

The paper consists of two parts. In the first part of the paper, we proposed a procedure to estimate local errors of low order methods applied to solve initial value problems in ordinary differential equations (ODEs) and index-1 differential-algebraic equations (DAEs). Based on the idea of Defect Correction we developed local error estimates for the case when the problem data is only moderately...

متن کامل

The Sine-Cosine Wavelet and Its Application in the Optimal Control of Nonlinear Systems with Constraint

In this paper, an optimal control of quadratic performance index with nonlinear constrained is presented. The sine-cosine wavelet operational matrix of integration and product matrix are introduced and applied to reduce nonlinear differential equations to the nonlinear algebraic equations. Then, the Newton-Raphson method is used for solving these sets of algebraic equations. To present ability ...

متن کامل

On Discrete Analogues of Nonlinear Implicit Differential Equations

The importance of implicit difference equations (IDEs) seems to flow from two sources. First, in real world situations it has been found that many problems are modeled by singular discrete systems, such as the Leslie population growth model, the Leontief dynamic model of multisector economy, singular discrete optimal control problems and so forth. Second, implicit discrete systems appear in a n...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1997