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


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Resumo

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.

Sobre autores

M. 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

Autor responsável pela correspondência
Email: mvbul@icc.ru
Rússia, Irkutsk, 664033; Irkutsk, 664033

V. Linh

Vietnam National University

Autor responsável pela correspondência
Email: linhvh@vnu.edu.vn
Vietnã, Hanoi, 10000

L. Solovarova

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

Autor responsável pela correspondência
Email: soleilu@mail.ru
Rússia, Irkutsk, 664033

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