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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| Published in: | SIAM journal on scientific computing Vol. 18; no. 1; pp. 115 - 138 |
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| Main Authors: | , , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Philadelphia
Society for Industrial and Applied Mathematics
01.01.1997
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| Subjects: | |
| ISSN: | 1064-8275, 1095-7197 |
| Online Access: | Get full text |
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| Summary: | 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. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 content type line 14 |
| ISSN: | 1064-8275 1095-7197 |
| DOI: | 10.1137/S1064827595286347 |