Block Difference Schemes of High Order for Stiff Linear Differential-Algebraic Equations


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Abstract

The initial value problem for stiff linear differential-algebraic equations is considered. A block variant of multistep difference schemes is proposed to solve these problems. Sufficient conditions for the methods to converge to the exact solution are formulated, and an estimate of the convergence rate is obtained. Results of numerical calculations for test examples are given.

About the authors

M. V. Bulatov

Matrosov Institute for System Dynamics and Control Theory, Siberian Branch,
Russian Academy of Sciences; Melentiev Energy Systems Institute, Siberian Branch, Russian Academy of Sciences

Author for correspondence.
Email: mvbul@icc.ru
Russian Federation, Irkutsk, 664033; Irkutsk, 664033

V. H. Linh

Vietnam National University

Author for correspondence.
Email: linhvh@vnu.edu.vn
Viet Nam, Hanoi, 10000

L. S. Solovarova

Matrosov Institute for System Dynamics and Control Theory, Siberian Branch,
Russian Academy of Sciences

Author for correspondence.
Email: soleilu@mail.ru
Russian Federation, Irkutsk, 664033

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