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JOURNALS // Bulletin of Irkutsk State University. Series Mathematics // Archive

Bulletin of Irkutsk State University. Series Mathematics, 2010 Volume 3, Issue 2, Pages 2–12 (Mi iigum151)

On block difference schemes for differential algebraic equations

M. V. Bulatov, L. S. Solovarova

Institute of System Dynamics and Control Theory, Irkutsk, Lermontov St., 134

Abstract: In this paper, block difference schemes for numerical solution of the initial value problems in linear differential algebraic equations are proposed. The detailed analysis of such schemes of the first and second order have been studied using modal examples. It has been shown that the schemes considered possess some advatnages when compared with known implicit first and second order methods. A description for the general form of block difference schemes has been given.

Keywords: differential-algebraic equations, index, block difference schemes.

UDC: 518.517



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