Combined numerical methods for solving time-varying semilinear differential-algebraic equations with the use of spectral projectors and recalculation

11/27/2022
by   Maria S. Filipkovska, et al.
0

Two combined numerical methods for solving time-varying semilinear differential-algebraic equations (DAEs) are obtained. These equations are also called degenerate DEs, descriptor systems, operator-differential equations and DEs on manifolds. The convergence and correctness of the methods are proved. When constructing methods we use, in particular, time-varying spectral projectors which can be numerically found. This enables to numerically solve and analyze the considered DAE in the original form without additional analytical transformations. To improve the accuracy of the second method, recalculation (a “predictor-corrector” scheme) is used. Note that the developed methods are applicable to the DAEs with the continuous nonlinear part which may not be continuously differentiable in t, and that the restrictions of the type of the global Lipschitz condition, including the global condition of contractivity, are not used in the theorems on the global solvability of the DAEs and on the convergence of the numerical methods. This enables to use the developed methods for the numerical solution of more general classes of mathematical models. For example, the functions of currents and voltages in electric circuits may not be differentiable or may be approximated by nondifferentiable functions. Presented conditions for the global solvability of the DAEs ensure the existence of an unique exact global solution for the corresponding initial value problem, which enables to compute approximate solutions on any given time interval (provided that the conditions of theorems or remarks on the convergence of the methods are fulfilled). In the paper, the numerical analysis of the mathematical model for a certain electrical circuit, which demonstrates the application of the presented theorems and numerical methods, is carried out.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
03/13/2022

Convergence of Numerical Solution of The Tamed Milstein Method for NSDDEs

In this paper, we apply the tamed technique to the Milstein numerical sc...
research
02/05/2021

Characterizing Order of Convergence in the Obreshkov Method in Differential-Algebraic Equations

The Obreshkov method is a single-step multi-derivative method used in th...
research
06/12/2022

Explicit exponential Runge-Kutta methods for semilinear integro-differential equations

The aim of this paper is to construct and analyze explicit exponential R...
research
06/28/2019

An efficient method to solve the mathematical model of HIV infection for CD8+ T-cells

In this paper, the mathematical model of HIV infection for CD8+ T-cells ...
research
08/01/2020

Quadrature methods for integro-differential equations of Prandtl's type in weighted spaces of continuous functions

The paper deals with the approximate solution of integro-differential eq...
research
11/24/2021

Convergence of the harmonic balance method for smooth Hilbert space valued differential-algebraic equations

We analyze the convergence of the harmonic balance method for computing ...
research
06/18/2021

Stochastic parareal: an application of probabilistic methods to time-parallelisation

Parareal is a well-studied algorithm for numerically integrating systems...

Please sign up or login with your details

Forgot password? Click here to reset