Stabilized multistep methods for index 2 Euler-Lagrange DAEs

We consider multistep discretizations, stabilized by -blocking, for Euler-Lagrange DAEs of index 2. Thus we may use nonstiff multistep methods with an appropriate stabilizing difference correction applied to the Lagrangian multiplier term. We show that orderp =k + 1 can be achieved for the differential variables with orderp =k for the Lagrangian multiplier fork-step difference corrected BDF methods as well as for low orderk-step Adams-Moulton methods. This approach is related to the recently proposed half-explicit Runge-Kutta methods.     

Positivity for explicit two-step methods in linear multistep and one-leg form

Positivity results are derived for explicit two-step methods in linear multistep form and in one-leg form. It turns out that, using the forward Euler starting procedure, the latter form allows a slightly larger step size with respect to positivity. AMS subject classification (2000) 65L06     

Convergence of parallel multistep hybrid methods for singular perturbation problems

Parallel multistep hybrid methods (PHMs) can be implemented in parallel with two processors, accordingly have almost the same computational speed per integration step as BDF methods of the same order with the same stepsize. But PHMs have better stability properties than BDF methods of the same order for stiff differential equations. In the present paper, we give some results on error analysis of A(α)-stable PHMs for the initial value problems of ordinary differential equations in singular perturbation form. Our convergence results are similar to those of linear multistep methods (such as BDF methods), i.e. the convergence orders are equal to their classical convergence orders, and no order reduction occurs. Some numerical examples also confirm our results.     

Convergence of multistep methods for retarded differential equations with parameters

A class of numerical methods for nonlinear boundary-value problems for retarded differential equations with a parameter is considered. Sufficient conditions for convergence and error estimates are given     

A note on unconditionally stable linear multistep methods

It has been shown by Dahlquist [3] that the trapezoidal formula has the smallest truncation error among all linear multistep methods with a certain stability property. It is the purpose of this note to show that a slightly different stability requirement permits methods of higher accuracy.The preparation of this paper was sponsored by the Swedish Technical Research Council.     

Convergence of linear multistep methods for two-parameter singular perturbation problems

1. IntroductionIt is well known that the IVPs of ODEs in singular perturbation form may be consideredas a special class of stab problems. But it is regrettable that they can't be satisfactorily covered by B-theory (of. [2-8]) because of their very special structure. In the recede ten yeaxslmany importallt and illteresting results on the convergence of linear multistep methods,Runge-Kutta methods, Rosenbrock methods and general linear methods applied to oneparameter singular perturbation pr…     

单支方法的收敛性

本文讨论用单支方法数值求解一类多刚性时滞微分代数方程的收敛性。我们获得了A－稳定的且p阶经典相容的单支方法（时滞部分用线性插值）的整体误差估计。     

Mixed symbolic–numerical computations with general DAEs I: System properties

Differential-algebraic equations (DAEs) arise in many ways in many types of problems. In this expository paper we discuss a variety of situations where we have found mixed symbolic-numerical calculations to be essential. The paper is designed to both familiarize the reader with several fundamental DAE ideas and to present some applications. The situations discussed include the analysis of DAEs, the solution of DAEs, and applications which include DAEs. Both successes and challenges will be presented. This revised version was published online in June 2006 with corrections to the Cover Date.     

Stability of linear multistep methods for nonlinear neutral delay differential equations in Banach space

This paper is devoted to investigating the nonlinear stability properties of linear multistep methods for the solution to neutral delay differential equations in Banach space. Two approaches to numerically treating the “neutral term” are considered, which allow us to prove several results on numerical stability of linear multistep methods. These results provide some criteria for choosing the step size such that the numerical method is stable. Some examples of application and a numerical experiment, which further confirms the main results, are given.     

Asymptotic stability of linear multistep methods for nonlinear neutral delay differential equations

This paper is concerned with the numerical solution to initial value problems of nonlinear delay differential equations of neutral type. We use A-stable linear multistep methods to compute the numerical solution. The asymptotic stability of the A-stable linear multistep methods when applied to the nonlinear delay differential equations of neutral type is investigated, and it is shown that the A-stable linear multistep methods with linear interpolation are GAS-stable. We validate our conclusions by numerical experiments.     

Mixed symbolic–numerical computations with general DAEs II: An applications case study

A variety of theorems and properties of nonlinear DAEs were discussed in part I. This paper illustrates many of these ideas within the context of analyzing a specific nonlinear system that exhibits a variety of interesting features. This revised version was published online in June 2006 with corrections to the Cover Date.     

Stability in linear multistep methods for pure delay equations

The stability regions of linear multistep methods for pure delay equations are compared with the stability region of the delay equation itself. A criterion is derived stating when the numerical stability region contains the analytical stability region. This criterion yields an upper bound for the integration step (conditional Q-stability). These bounds are computed for the Adams-Bashforth, Adams-Moulton and backward differentiation methods of orders ?8. Furthermore, symmetric Adams methods are considered which are shown to be unconditionally Q-stable. Finally, the extended backward differentiation methods of Cash are analysed.     

The asymptotic stability of multistep multiderivative methods for systems of delay differential equations

IntroductionFor many years, many papers investigated the linear stabilit}' of delay differential equation(DDE) solvers and a significant number of important results have already been found for bothRunge-Kutta methods and linear multistep methods (see, for example, [l--8]). In this paper,we firstly consider stability of numerical methods with derivative for DDEs. It is shown thatA-stability of multistep multiderivative methods for ordinary differential equations (ODEs) isequit,alent to p-s…     

积分微分方程线性多步方法的散逸性

研究一类积分微分方程线性多步方法（p,σ）的散逸性．当积分项用复合求积公式逼近时,证明了线性多步方法是有限维散逸的．这说明该方法很好地继承了系统本身所具有的重要性质．这一结论为数值求解这一类微分方程提供了更多的选择．     

Convergence of one-leg methods for nonlinear neutral delay integro-differential equations

Some convergence results of one-leg methods for nonlinear neutral delay integro-differential equations (NDIDEs) are obtained. It is proved that a one-leg method is E (or EB) -convergent of order p for nonlinear NDIDEs if and only if it is A-stable and consistent of order p in classical sense for ODEs, where p = 1, 2. A numerical example that confirms the theoretical results is given in the end of this paper. This work was supported by National Natural Science Foundation of China (Grant No. 10871164), the Natural Science Foundation of Hunan Province (Grant No. 08JJ6002), and the Scientific Research Fund of Changsha University of Science and Technology (Grant No. 1004259)     

Numerical stroboscopic averaging for ODEs and DAEs

The stroboscopic averaging method (SAM) is a technique for the integration of highly oscillatory differential systems dy/dt=f(y,t) with a single high frequency. The method may be seen as a purely numerical way of implementing the analytical technique of stroboscopic averaging which constructs an averaged differential system dY/dt=F(Y) whose solutions Y interpolate the sought highly oscillatory solutions y. SAM integrates numerically the averaged system without using the analytic expression of F; all information on F required by the algorithm is gathered on the fly by numerically integrating the originally given system in small time windows. SAM may be easily implemented in combination with standard software and may be applied with variable step-sizes. Furthermore it may also be used successfully to integrate oscillatory DAEs. The paper provides an analytic and experimental study of SAM and two related techniques: the LIPS algorithm of Kirchgraber and multirevolution methods. An error analysis is provided that indicates that the efficiency of all these techniques increases even further when combined with splitting integrators.     

非线性刚性变延迟微分方程单支方法的D-收敛性

This paper is concerned with the error analysis of one-leg methods when applied to nonlinear stiff Delay Differential Equations(DDEs) with a variable delay. It is proved that a one-leg method with Lagrangian linear interpolation procedure is D-convergent of oder p if and only if it is A-stable and consistent of order p in the classical sense for ODEs. The results obtained can be regarded as extension of that for DDEs with constant delay presented by Huang Chenming et al. in 2001     

延迟微分方程单支方法的非线性稳定性

本文讨论延迟微分方程单支方法的非线性稳定性 .对于 Kα,β,γ类非线性延迟微分方程 ,我们证明带有线性插值的 G( c,p,q) -代数稳定的单支方法当 c≤ 1时是 GR( p/2 ,q/2 ) -稳定及弱 GAR( p/2 ,q/2 ) -稳定的 ,当 c<1时是 GAR( p/2 ,q/2 ) -稳定的 .最后的数值试验表明了上述结论的正确性 .     

Global error estimation for index-1 and -2 DAEs

In this paper, we consider the extension of three classical ODE estimation techniques (Richardson extrapolation, Zadunaisky's technique and solving for the correction) to DAEs. Their convergence analysis is carried out for semi-explicit index-1 DAEs solved by a wide set of Runge-Kutta methods. Experimentation of the estimation techniques with RADAU5 is also presented: their behaviour for index-1 and -2 problems, and for variable step size integration is investigated. This revised version was published online in June 2006 with corrections to the Cover Date.