M. V. Bulatov, N. P. Rakhvalov, Ta Duy Phuong, “Numerical methods of solution of boundary-value problem for differential-algebraic equations of the second order”, Bulletin of Irkutsk State University. Series Mathematics, 2011, Volume 4, Issue 4,Pages <nobr>2

Numerical methods of solution of boundary-value problem for differential-algebraic equations of the second order

M. V. Bulatov^a, N. P. Rakhvalov^b, Ta Duy Phuong^c

^a ISDCT SB RAS, Irkutsk, Lermontov st. 134
^b Irkutsk State Pedagogical Academy, Irkutsk, Lower Quay st., 6
^c Institute of Mathematics, Vietnam Academy of Science and Technology 18 Hoang Quoc Viet road, CauGiay district, 10307, Hanoi, Vietnam

Abstract: In this paper the numerical methods of solution of boundary-value problem for differential-algebraic equations of the second order are considered. We found conditions fulfillment of which ensures stability and convergence to exact solution of proposed algorithms. The results of numerical calculations are given.

Keywords: linear differential-algebraic equations, matrix polynomial, boundary-value problem, matrix sweep method.

UDC: 517.518