IJPAM: Volume 93, No. 2 (2014)
WITH HESSENBERG INDEX-3
Department of Mathematcs
University of Lagos
Akoka, Lagos, NIGERIA
Abstract. A Block Second Derivative Formula (BSDF) of order seven for the numerical solution of Hessenberg Differential Algebraic Equations (DAEs) of index 3 is presented. This is achieved by constructing a Continuous Second Derivative Formula (CSDF) used to obtain the main and additional methods which are combined to form a single block of methods that simultaneously provide the approximate solutions for the Hessenberg DAEs of index 3. The error constant and stability properties of the BSDF are discussed. The performance of the method is demonstrated on some numerical examples to show the accuracy and efficiency of the method.
Received: December 30, 2013
AMS Subject Classification: 65L05, 65L06, 65L08
Key Words and Phrases: differential-algebraic equations, block second derivative formula, stability analysis
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DOI: 10.12732/ijpam.v93i2.5 How to cite this paper?
Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Pages: 201 - 215
This work is licensed under the Creative Commons Attribution International License (CC BY).