On initial value problems for ordinary differential-algebraic equations

1998 ◽  
Vol 32 (2) ◽  
pp. 61
Author(s):  
F. Leon Pritchard ◽  
William Y. Sit
Author(s):  
Andreas Rauh ◽  
Michael Brill ◽  
Clemens Günther

A Novel Interval Arithmetic Approach for Solving Differential-Algebraic Equations with ValEncIA-IVPThe theoretical background and the implementation of a new interval arithmetic approach for solving sets of differential-algebraic equations (DAEs) are presented. The proposed approach computes guaranteed enclosures of all reachable states of dynamical systems described by sets of DAEs with uncertainties in both initial conditions and system parameters. The algorithm is based on ValEncIA-IVP, which has been developed recently for the computation of verified enclosures of the solution sets of initial value problems for ordinary differential equations. For the application to DAEs, ValEncIA-IVP has been extended by an interval Newton technique to solve nonlinear algebraic equations in a guaranteed way. In addition to verified simulation of initial value problems for DAE systems, the developed approach is applicable to the verified solution of the so-called inverse control problems. In this case, guaranteed enclosures for valid input signals of dynamical systems are determined such that their corresponding outputs are consistent with prescribed time-dependent functions. Simulation results demonstrating the potential of ValEncIA-IVP for solving DAEs in technical applications conclude this paper. The selected application scenarios point out relations to other existing verified simulation techniques for dynamical systems as well as directions for future research.


2013 ◽  
Vol 2013 ◽  
pp. 1-6 ◽  
Author(s):  
Majid Tavassoli Kajani ◽  
Mohammad Maleki ◽  
Adem Kılıçman

A new shifted Legendre-Gauss collocation method is proposed for the solution of Volterra’s model for population growth of a species in a closed system. Volterra’s model is a nonlinear integrodifferential equation on a semi-infinite domain, where the integral term represents the effects of toxin. In this method, by choosing a step size, the original problem is replaced with a sequence of initial value problems in subintervals. The obtained initial value problems are then step by step reduced to systems of algebraic equations using collocation. The initial conditions for each step are obtained from the approximated solution at its previous step. It is shown that the accuracy can be improved by either increasing the collocation points or decreasing the step size. The method seems easy to implement and computationally attractive. Numerical findings demonstrate the applicability and high accuracy of the proposed method.


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