scholarly journals Least-squares collocation for higher-index linear differential-algebraic equations: Estimating the instability threshold

2018 ◽  
Vol 88 (318) ◽  
pp. 1647-1683 ◽  
Author(s):  
Michael Hanke ◽  
Roswitha März ◽  
Caren Tischendorf
Author(s):  
Michael Hanke ◽  
Roswitha März

AbstractIn the two parts of the present note we discuss questions concerning the implementation of overdetermined least-squares collocation methods for higher index differential-algebraic equations (DAEs). Since higher index DAEs lead to ill-posed problems in natural settings, the discrete counterparts are expected to be very sensitive, which attaches particular importance to their implementation. We provide in Part 1 a robust selection of basis functions and collocation points to design the discrete problem whereas we analyze the discrete least-squares problem and substantiate a procedure for its numerical solution in Part 2.


Author(s):  
Michael Hanke ◽  
Roswitha März

AbstractIn the two parts of the present note we discuss several questions concerning the implementation of overdetermined least-squares collocation methods for higher index differential-algebraic equations (DAEs). Since higher index DAEs lead to ill-posed problems in natural settings, the discrete counterparts are expected to be very sensitive, which attaches particular importance to their implementation. In the present Part 1, we provide a robust selection of basis functions and collocation points to design the discrete problem. We substantiate a procedure for its numerical solution later in Part 2. Additionally, in Part 1, a number of new error estimates are proven that support some of the design decisions.


2017 ◽  
Vol 317 ◽  
pp. 403-431 ◽  
Author(s):  
Michael Hanke ◽  
Roswitha März ◽  
Caren Tischendorf ◽  
Ewa Weinmüller ◽  
Stefan Wurm

SIAM Review ◽  
1998 ◽  
Vol 40 (2) ◽  
pp. 344-346 ◽  
Author(s):  
Mazi Shirvani ◽  
Joseph W. H. So

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