Differential-algebraic equation (DAE) boundary value problems arise in a variety of applications, including optimal control and parameter estimation for constrained systems. In this paper we survey these applications and explore some of the difficulties associated with solving the resulting DAE systems. For finite difference methods, the need to maintain stability in the differential part of the system often necessitates the use of methods based on symmetric discretizations. However, these methods can suffer from instability and loss of accuracy when applied to certain DAE systems. We describe a new class of methods, Projected Implicit Runge-Kutta Methods, which overcomes these difficulties. We …
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Lawrence Livermore National Lab., CA (USA)
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Differential-algebraic equation (DAE) boundary value problems arise in a variety of applications, including optimal control and parameter estimation for constrained systems. In this paper we survey these applications and explore some of the difficulties associated with solving the resulting DAE systems. For finite difference methods, the need to maintain stability in the differential part of the system often necessitates the use of methods based on symmetric discretizations. However, these methods can suffer from instability and loss of accuracy when applied to certain DAE systems. We describe a new class of methods, Projected Implicit Runge-Kutta Methods, which overcomes these difficulties. We give convergence and stability results, and present numerical experiments which illustrate the effectiveness of the new methods. 20 refs., 1 tab.
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Ascher, U.M. (British Columbia Univ., Vancouver, BC (Canada). Dept. of Computer Science) & Petzold, L.R. (Lawrence Livermore National Lab., CA (USA)).Numerical methods for boundary value problems in differential-algebraic equations,
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September 24, 1990;
California.
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