Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations

K. E. Brenan, S. L. Campbell, L. R. Petzold (Autoren)

Buch | Softcover

266 Seiten

1987 | 2nd Revised edition
Society for Industrial & Applied Mathematics,U.S. (Verlag)
978-0-89871-353-4 (ISBN)

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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.

Preface; 1. Introduction: why DAE's?; Basic types of DAE's; applications; Overview; 2. Theory of DAE's; Iintroduction; solvability and the index; Linear constant coefficient DAE's; Linear time varying DAE's; Nonlinear systems; 3. Multistep methods; Introduction; DBF convergence; BDF methods, DAE's and stiff problems; General linear multistep methods; 4. One-step methods; Introduction; Linear constant coefficient systems; Nonlinear index one systems; Semi-Explicit Nonlinear Index Two systems; Order reduction and stiffness; Extrapolation Methods; 5. Software and DAE's; Introduction; Algorithms and Strategies in Dassl; Obtaining numerical solutions; Solving higher index systems; 6. Applications. Introduction; Systems of rigid bodies; Trajectory prescribed path control; Electrical networks; DAE's arising from the method of lines; Bibliography; 7. The DAE home page; Introduction; theoretical advances; Numerical analysis advancements; DAE software; DASSL; Supplementary bibliography; Index.

Reihe/Serie	Classics in Applied Mathematics
Verlagsort	New York
Sprache	englisch
Maße	154 x 230 mm
Gewicht	384 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Algebra
	Mathematik / Informatik ► Mathematik ► Analysis
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
ISBN-10	0-89871-353-6 / 0898713536
ISBN-13	978-0-89871-353-4 / 9780898713534
Zustand	Neuware