A New Software Package for Linear Differential-Algebraic Equations

We describe the new software package GELDA for the numerical solution of linear differential-algebraic equations with variable coefficients. The implementation is based on the new discretization scheme introduced in [P. Kunkel and V. Mehrmann, SIAM J. Numer. Anal., 33 (1996), pp. 1941--1961]. It can...

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Veröffentlicht in:SIAM journal on scientific computing Jg. 18; H. 1; S. 115 - 138
Hauptverfasser: Kunkel, Peter, Mehrmann, Volker, Rath, Werner, Weickert, Jörg
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Philadelphia Society for Industrial and Applied Mathematics 01.01.1997
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ISSN:1064-8275, 1095-7197
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Zusammenfassung:We describe the new software package GELDA for the numerical solution of linear differential-algebraic equations with variable coefficients. The implementation is based on the new discretization scheme introduced in [P. Kunkel and V. Mehrmann, SIAM J. Numer. Anal., 33 (1996), pp. 1941--1961]. It can deal with systems of arbitrary index and with systems that do not have unique solutions or inconsistencies in the initial values or the inhomogeneity. The package includes a computation of all the local invariants of the system, a regularization procedure, and an index reduction scheme, and it can be combined with every solution method for standard index-1 systems. Nonuniqueness and inconsistencies are treated in a least square sense. We give a brief survey of the theoretical analysis of linear differential-algebraic equations with variable coefficients and discuss the algorithms used in GELDA. Furthermore, we include a series of numerical examples as well as comparisons with results from other codes, as far as this is possible.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:1064-8275
1095-7197
DOI:10.1137/S1064827595286347