Title
Least-squares collocation for higher-index linear differential-algebraic equations: Estimating the instability threshold
Abstract
Differential-algebraic equations with higher-index give rise to essentially ill-posed problems. The overdetermined least-squares collocation for differential-algebraic equations which has been proposed recently is not much more computationally expensive than standard collocation methods for ordinary differential equations. This approach has displayed impressive convergence properties in numerical experiments, however, theoretically, till now convergence could be established merely for regular linear differential-algebraic equations with constant coefficients. We present now an estimate of the instability threshold which serves as the basic key for proving convergence for general regular linear differential-algebraic equations.
Year
DOI
Venue
2019
10.1090/mcom/3393
MATHEMATICS OF COMPUTATION
Keywords
Field
DocType
Differential-algebraic equation,higher-index,essentially ill-posed problem,collocation,boundary value problem,initial value problem
Least squares,Boundary value problem,Overdetermined system,Mathematical analysis,Instability,Computational mathematics,Differential algebraic equation,Initial value problem,Mathematics,Collocation
Journal
Volume
Issue
ISSN
88
318
0025-5718
Citations 
PageRank 
References 
0
0.34
2
Authors
3
Name
Order
Citations
PageRank
Michael Hanke164.19
Roswitha März22510.56
C. Tischendorf38015.62