Numerical Solution of Initial-value Problems in Differential-algebraic Equations PDF Download

Author: K. E. Brenan
Publisher: SIAM
ISBN: 9781611971224
Category : Mathematics
Languages : en
Pages : 268

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Book Description
Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.

Author: Dario A. Bini
Publisher: SIAM
ISBN: 1611972086
Category : Mathematics
Languages : en
Pages : 261

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Book Description
This treatment of the basic theory of algebraic Riccati equations describes the classical as well as the more advanced algorithms for their solution in a manner that is accessible to both practitioners and scholars. It is the first book in which nonsymmetric algebraic Riccati equations are treated in a clear and systematic way. Some proofs of theoretical results have been simplified and a unified notation has been adopted. Readers will find a unified discussion of doubling algorithms, which are effective in solving algebraic Riccati equations as well as a detailed description of all classical and advanced algorithms for solving algebraic Riccati equations and their MATLAB codes. This will help the reader gain an understanding of the computational issues and provide ready-to-use implementation of the different solution techniques.

Author: Ernst Hairer
Publisher: Springer
ISBN: 3540468323
Category : Mathematics
Languages : en
Pages : 146

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Book Description
The term differential-algebraic equation was coined to comprise differential equations with constraints (differential equations on manifolds) and singular implicit differential equations. Such problems arise in a variety of applications, e.g. constrained mechanical systems, fluid dynamics, chemical reaction kinetics, simulation of electrical networks, and control engineering. From a more theoretical viewpoint, the study of differential-algebraic problems gives insight into the behaviour of numerical methods for stiff ordinary differential equations. These lecture notes provide a self-contained and comprehensive treatment of the numerical solution of differential-algebraic systems using Runge-Kutta methods, and also extrapolation methods. Readers are expected to have a background in the numerical treatment of ordinary differential equations. The subject is treated in its various aspects ranging from the theory through the analysis to implementation and applications.

Author: Peter Kunkel
Publisher: European Mathematical Society
ISBN: 9783037190173
Category : Boundary value problems
Languages : en
Pages : 396

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Book Description
Differential-algebraic equations are a widely accepted tool for the modeling and simulation of constrained dynamical systems in numerous applications, such as mechanical multibody systems, electrical circuit simulation, chemical engineering, control theory, fluid dynamics and many others. This is the first comprehensive textbook that provides a systematic and detailed analysis of initial and boundary value problems for differential-algebraic equations. The analysis is developed from the theory of linear constant coefficient systems via linear variable coefficient systems to general nonlinear systems. Further sections on control problems, generalized inverses of differential-algebraic operators, generalized solutions, and differential equations on manifolds complement the theoretical treatment of initial value problems. Two major classes of numerical methods for differential-algebraic equations (Runge-Kutta and BDF methods) are discussed and analyzed with respect to convergence and order. A chapter is devoted to index reduction methods that allow the numerical treatment of general differential-algebraic equations. The analysis and numerical solution of boundary value problems for differential-algebraic equations is presented, including multiple shooting and collocation methods. A survey of current software packages for differential-algebraic equations completes the text. The book is addressed to graduate students and researchers in mathematics, engineering and sciences, as well as practitioners in industry. A prerequisite is a standard course on the numerical solution of ordinary differential equations. Numerous examples and exercises make the book suitable as a course textbook or for self-study.

Author: Uri M. Ascher
Publisher: SIAM
ISBN: 9781611971231
Category : Mathematics
Languages : en
Pages : 620

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Book Description
This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.

Author: V. L. Zaguskin
Publisher: Elsevier
ISBN: 1483225674
Category : Mathematics
Languages : en
Pages : 216

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Book Description
Handbook of Numerical Methods for the Solution of Algebraic and Transcendental Equations provides information pertinent to algebraic and transcendental equations. This book indicates a well-grounded plan for the solution of an approximate equation. Organized into six chapters, this book begins with an overview of the solution of various equations. This text then outlines a non-traditional theory of the solution of approximate equations. Other chapters consider the approximate methods for the calculation of roots of algebraic equations. This book discusses as well the methods for making roots more accurate, which are essential in the practical application of Berstoi's method. The final chapter deals with the methods for the solution of simultaneous linear equations, which are divided into direct methods and methods of successive approximation. This book is a valuable resource for students, engineers, and research workers of institutes and industrial enterprises who are using mathematical methods in the solution of technical problems.

Author: Kendall Atkinson
Publisher: John Wiley & Sons
ISBN: 1118164520
Category : Mathematics
Languages : en
Pages : 272

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Book Description
A concise introduction to numerical methodsand the mathematicalframework neededto understand their performance Numerical Solution of Ordinary Differential Equationspresents a complete and easy-to-follow introduction to classicaltopics in the numerical solution of ordinary differentialequations. The book's approach not only explains the presentedmathematics, but also helps readers understand how these numericalmethods are used to solve real-world problems. Unifying perspectives are provided throughout the text, bringingtogether and categorizing different types of problems in order tohelp readers comprehend the applications of ordinary differentialequations. In addition, the authors' collective academic experienceensures a coherent and accessible discussion of key topics,including: Euler's method Taylor and Runge-Kutta methods General error analysis for multi-step methods Stiff differential equations Differential algebraic equations Two-point boundary value problems Volterra integral equations Each chapter features problem sets that enable readers to testand build their knowledge of the presented methods, and a relatedWeb site features MATLAB® programs that facilitate theexploration of numerical methods in greater depth. Detailedreferences outline additional literature on both analytical andnumerical aspects of ordinary differential equations for furtherexploration of individual topics. Numerical Solution of Ordinary Differential Equations isan excellent textbook for courses on the numerical solution ofdifferential equations at the upper-undergraduate and beginninggraduate levels. It also serves as a valuable reference forresearchers in the fields of mathematics and engineering.

Author: Jean-Pierre Corriou
Publisher: Springer Nature
ISBN: 3030893669
Category : Mathematics
Languages : en
Pages : 730

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Book Description
This text, covering a very large span of numerical methods and optimization, is primarily aimed at advanced undergraduate and graduate students. A background in calculus and linear algebra are the only mathematical requirements. The abundance of advanced methods and practical applications will be attractive to scientists and researchers working in different branches of engineering. The reader is progressively introduced to general numerical methods and optimization algorithms in each chapter. Examples accompany the various methods and guide the students to a better understanding of the applications. The user is often provided with the opportunity to verify their results with complex programming code. Each chapter ends with graduated exercises which furnish the student with new cases to study as well as ideas for exam/homework problems for the instructor. A set of programs made in MatlabTM is available on the author’s personal website and presents both numerical and optimization methods.

Author: A.A. Samarskij
Publisher: Springer Science & Business Media
ISBN: 9783764322762
Category : Mathematics
Languages : en
Pages : 292

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Book Description
The finite-difference solution of mathematical-physics differential equations is carried out in two stages: 1) the writing of the difference scheme (a differ ence approximation to the differential equation on a grid), 2) the computer solution of the difference equations, which are written in the form of a high order system of linear algebraic equations of special form (ill-conditioned, band-structured). Application of general linear algebra methods is not always appropriate for such systems because of the need to store a large volume of information, as well as because of the large amount of work required by these methods. For the solution of difference equations, special methods have been developed which, in one way or another, take into account special features of the problem, and which allow the solution to be found using less work than via the general methods. This work is an extension of the book Difference M ethod3 for the Solution of Elliptic Equation3 by A. A. Samarskii and V. B. Andreev which considered a whole set of questions connected with difference approximations, the con struction of difference operators, and estimation of the ~onvergence rate of difference schemes for typical elliptic boundary-value problems. Here we consider only solution methods for difference equations. The book in fact consists of two volumes.

Author: John P. Boyd
Publisher: SIAM
ISBN: 161197352X
Category : Mathematics
Languages : en
Pages : 446

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Book Description
Transcendental equations arise in every branch of science and engineering. While most of these equations are easy to solve, some are not, and that is where this book serves as the mathematical equivalent of a skydiver's reserve parachute--not always needed, but indispensible when it is. The author's goal is to teach the art of finding the root of a single algebraic equation or a pair of such equations.