Numerical Solution of Initial-value Problems in Differential-algebraic Equations

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Publisher : SIAM
ISBN 13 : 9781611971224
Total Pages : 268 pages
Book Rating : 4.9/5 (712 download)

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Book Synopsis Numerical Solution of Initial-value Problems in Differential-algebraic Equations by : K. E. Brenan

Download or read book Numerical Solution of Initial-value Problems in Differential-algebraic Equations written by K. E. Brenan and published by SIAM. This book was released on 1996-01-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.

Differential-algebraic Equations

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Publisher : European Mathematical Society
ISBN 13 : 9783037190173
Total Pages : 396 pages
Book Rating : 4.1/5 (91 download)

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Book Synopsis Differential-algebraic Equations by : Peter Kunkel

Download or read book Differential-algebraic Equations written by Peter Kunkel and published by European Mathematical Society. This book was released on 2006 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential-algebraic equations are a widely accepted tool for the modeling and simulation of constrained dynamical systems in numerous applications, such as mechanical multibody systems, electrical circuit simulation, chemical engineering, control theory, fluid dynamics and many others. This is the first comprehensive textbook that provides a systematic and detailed analysis of initial and boundary value problems for differential-algebraic equations. The analysis is developed from the theory of linear constant coefficient systems via linear variable coefficient systems to general nonlinear systems. Further sections on control problems, generalized inverses of differential-algebraic operators, generalized solutions, and differential equations on manifolds complement the theoretical treatment of initial value problems. Two major classes of numerical methods for differential-algebraic equations (Runge-Kutta and BDF methods) are discussed and analyzed with respect to convergence and order. A chapter is devoted to index reduction methods that allow the numerical treatment of general differential-algebraic equations. The analysis and numerical solution of boundary value problems for differential-algebraic equations is presented, including multiple shooting and collocation methods. A survey of current software packages for differential-algebraic equations completes the text. The book is addressed to graduate students and researchers in mathematics, engineering and sciences, as well as practitioners in industry. A prerequisite is a standard course on the numerical solution of ordinary differential equations. Numerous examples and exercises make the book suitable as a course textbook or for self-study.

Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations

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Author :
Publisher : SIAM
ISBN 13 : 0898713536
Total Pages : 261 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations by : K. E. Brenan

Download or read book Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations written by K. E. Brenan and published by SIAM. This book was released on 1996-01-01 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes some of the places where differential-algebraic equations (DAE's) occur.

Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations

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Publisher : SIAM
ISBN 13 : 0898714125
Total Pages : 304 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations by : Uri M. Ascher

Download or read book Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations written by Uri M. Ascher and published by SIAM. This book was released on 1998-08-01 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains all the material necessary for a course on the numerical solution of differential equations.

Numerical Solution of Boundary Value Problems for Ordinary Differential Equations

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Publisher : SIAM
ISBN 13 : 9781611971231
Total Pages : 620 pages
Book Rating : 4.9/5 (712 download)

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Book Synopsis Numerical Solution of Boundary Value Problems for Ordinary Differential Equations by : Uri M. Ascher

Download or read book Numerical Solution of Boundary Value Problems for Ordinary Differential Equations written by Uri M. Ascher and published by SIAM. This book was released on 1994-12-01 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.

Focal Boundary Value Problems for Differential and Difference Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 9401715688
Total Pages : 302 pages
Book Rating : 4.4/5 (17 download)

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Book Synopsis Focal Boundary Value Problems for Differential and Difference Equations by : R.P. Agarwal

Download or read book Focal Boundary Value Problems for Differential and Difference Equations written by R.P. Agarwal and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last fifty years have witnessed several monographs and hundreds of research articles on the theory, constructive methods and wide spectrum of applications of boundary value problems for ordinary differential equations. In this vast field of research, the conjugate (Hermite) and the right focal point (Abei) types of problems have received the maximum attention. This is largely due to the fact that these types of problems are basic, in the sense that the methods employed in their study are easily extendable to other types of prob lems. Moreover, the conjugate and the right focal point types of boundary value problems occur frequently in real world problems. In the monograph Boundary Value Problems for Higher Order Differential Equations published in 1986, we addressed the theory of conjugate boundary value problems. At that time the results on right focal point problems were scarce; however, in the last ten years extensive research has been done. In Chapter 1 of the mono graph we offer up-to-date information of this newly developed theory of right focal point boundary value problems. Until twenty years ago Difference Equations were considered as the dis cretizations of the differential equations. Further, it was tacitly taken for granted that the theories of difference and differential equations are parallel. However, striking diversities and wide applications reported in the last two decades have made difference equations one of the major areas of research.

On boundary value problems in differential algebraic equations

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Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (46 download)

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Book Synopsis On boundary value problems in differential algebraic equations by : Roswitha März

Download or read book On boundary value problems in differential algebraic equations written by Roswitha März and published by . This book was released on 1986 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Solutions of Boundary Value Problems of Non-linear Differential Equations

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Author :
Publisher : CRC Press
ISBN 13 : 1000486117
Total Pages : 112 pages
Book Rating : 4.0/5 (4 download)

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Book Synopsis Numerical Solutions of Boundary Value Problems of Non-linear Differential Equations by : Sujaul Chowdhury

Download or read book Numerical Solutions of Boundary Value Problems of Non-linear Differential Equations written by Sujaul Chowdhury and published by CRC Press. This book was released on 2021-10-25 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents in comprehensive detail numerical solutions to boundary value problems of a number of non-linear differential equations. Replacing derivatives by finite difference approximations in these differential equations leads to a system of non-linear algebraic equations which we have solved using Newton’s iterative method. In each case, we have also obtained Euler solutions and ascertained that the iterations converge to Euler solutions. We find that, except for the boundary values, initial values of the 1st iteration need not be anything close to the final convergent values of the numerical solution. Programs in Mathematica 6.0 were written to obtain the numerical solutions.

The Numerical Solution of Boundary Value Problems for Differential Algebraic Equations

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Publisher :
ISBN 13 :
Total Pages : 199 pages
Book Rating : 4.:/5 (276 download)

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Book Synopsis The Numerical Solution of Boundary Value Problems for Differential Algebraic Equations by : Andrew Victor Barrett

Download or read book The Numerical Solution of Boundary Value Problems for Differential Algebraic Equations written by Andrew Victor Barrett and published by . This book was released on 1992 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations

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Author :
Publisher : SIAM
ISBN 13 : 9781611971392
Total Pages : 305 pages
Book Rating : 4.9/5 (713 download)

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Book Synopsis Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations by : Uri M. Ascher

Download or read book Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations written by Uri M. Ascher and published by SIAM. This book was released on 1998-01-01 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed for those people who want to gain a practical knowledge of modern techniques, this book contains all the material necessary for a course on the numerical solution of differential equations. Written by two of the field's leading authorities, it provides a unified presentation of initial value and boundary value problems in ODEs as well as differential-algebraic equations. The approach is aimed at a thorough understanding of the issues and methods for practical computation while avoiding an extensive theorem-proof type of exposition. It also addresses reasons why existing software succeeds or fails. This book is a practical and mathematically well-informed introduction that emphasizes basic methods and theory, issues in the use and development of mathematical software, and examples from scientific engineering applications. Topics requiring an extensive amount of mathematical development, such as symplectic methods for Hamiltonian systems, are introduced, motivated, and included in the exercises, but a complete and rigorous mathematical presentation is referenced rather than included.

Surveys in Differential-Algebraic Equations III

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Publisher : Springer
ISBN 13 : 331922428X
Total Pages : 320 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Surveys in Differential-Algebraic Equations III by : Achim Ilchmann

Download or read book Surveys in Differential-Algebraic Equations III written by Achim Ilchmann and published by Springer. This book was released on 2015-10-29 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

Group Invariance in Engineering Boundary Value Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461251028
Total Pages : 232 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Group Invariance in Engineering Boundary Value Problems by : R. Seshadri

Download or read book Group Invariance in Engineering Boundary Value Problems written by R. Seshadri and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: REFEREN CES . 156 9 Transforma.tion of a Boundary Value Problem to an Initial Value Problem . 157 9.0 Introduction . 157 9.1 Blasius Equation in Boundary Layer Flow . 157 9.2 Longitudinal Impact of Nonlinear Viscoplastic Rods . 163 9.3 Summary . 168 REFERENCES . . . . . . . . . . . . . . . . . . 168 . 10 From Nonlinear to Linear Differential Equa.tions Using Transformation Groups. . . . . . . . . . . . . . 169 . 10.1 From Nonlinear to Linear Differential Equations . 170 10.2 Application to Ordinary Differential Equations -Bernoulli's Equation . . . . . . . . . . . 173 10.3 Application to Partial Differential Equations -A Nonlinear Chemical Exchange Process . 178 10.4 Limitations of the Inspectional Group Method . 187 10.5 Summary . 188 REFERENCES . . . . 188 11 Miscellaneous Topics . 190 11.1 Reduction of Differential Equations to Algebraic Equations 190 11.2 Reduction of Order of an Ordinary Differential Equation . 191 11.3 Transformat.ion From Ordinary to Partial Differential Equations-Search for First Integrals . . . . . . " 193 . 11.4 Reduction of Number of Variables by Multiparameter Groups of Transformations . . . . . . . . .. . . . 194 11.5 Self-Similar Solutions of the First and Second Kind . . 202 11.6 Normalized Representation and Dimensional Consideration 204 REFERENCES .206 Problems . 208 .220 Index .. Chapter 1 INTRODUCTION AND GENERAL OUTLINE Physical problems in engineering science are often described by dif ferential models either linear or nonlinear. There is also an abundance of transformations of various types that appear in the literature of engineer ing and mathematics that are generally aimed at obtaining some sort of simplification of a differential model.

Boundary-value Problems for Differential-algebraic Equations: A Survey

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Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Boundary-value Problems for Differential-algebraic Equations: A Survey by : René Lamour

Download or read book Boundary-value Problems for Differential-algebraic Equations: A Survey written by René Lamour and published by . This book was released on 2015 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Methods for Boundary Value Problems in Differential-algebraic Equations

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Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (727 download)

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Book Synopsis Numerical Methods for Boundary Value Problems in Differential-algebraic Equations by :

Download or read book Numerical Methods for Boundary Value Problems in Differential-algebraic Equations written by and published by . This book was released on 1990 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential-algebraic equation (DAE) boundary value problems arise in a variety of applications, including optimal control and parameter estimation for constrained systems. In this paper we survey these applications and explore some of the difficulties associated with solving the resulting DAE systems. For finite difference methods, the need to maintain stability in the differential part of the system often necessitates the use of methods based on symmetric discretizations. However, these methods can suffer from instability and loss of accuracy when applied to certain DAE systems. We describe a new class of methods, Projected Implicit Runge-Kutta Methods, which overcomes these difficulties. We give convergence and stability results, and present numerical experiments which illustrate the effectiveness of the new methods. 20 refs., 1 tab.

Generalized Inverse Operators

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110378442
Total Pages : 314 pages
Book Rating : 4.1/5 (13 download)

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Book Synopsis Generalized Inverse Operators by : Alexander Andreevych Boichuk

Download or read book Generalized Inverse Operators written by Alexander Andreevych Boichuk and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-08-22 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the foundations of the theory of boundary-value problems for various classes of systems of differential-operator equations whose linear part is represented by Fredholm operators of the general form. A common point of view on numerous classes of problems that were traditionally studied independently of each other enables us to study, in a natural way, the theory of these problems, to supplement and improve the existing results, and in certain cases, study some of these problems for the first time. With the help of the technique of generalized inverse operators, the Vishik– Lyusternik method, and iterative methods, we perform a detailed investigation of the problems of existence, bifurcations, and branching of the solutions of linear and nonlinear boundary-value problems for various classes of differential-operator systems and propose new procedures for their construction. For more than 11 years that have passed since the appearance of the first edition of the monograph, numerous new publications of the authors in this direction have appeared. In this connection, it became necessary to make some additions and corrections to the previous extensively cited edition, which is still of signifi cant interest for the researchers. For researchers, teachers, post-graduate students, and students of physical and mathematical departments of universities. Contents: Preliminary Information Generalized Inverse Operators in Banach Spaces Pseudoinverse Operators in Hilbert Spaces Boundary-Value Problems for Operator Equations Boundary-Value Problems for Systems of Ordinary Differential Equations Impulsive Boundary-Value Problems for Systems of Ordinary Differential Equations Solutions of Differential and Difference Systems Bounded on the Entire Real Axis

Numerical Solution of Nonlinear Boundary Value Problems with Applications

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Publisher : Courier Corporation
ISBN 13 : 0486463001
Total Pages : 338 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis Numerical Solution of Nonlinear Boundary Value Problems with Applications by : Milan Kubicek

Download or read book Numerical Solution of Nonlinear Boundary Value Problems with Applications written by Milan Kubicek and published by Courier Corporation. This book was released on 2008-01-01 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: A survey of the development, analysis, and application of numerical techniques in solving nonlinear boundary value problems, this text presents numerical analysis as a working tool for physicists and engineers. Starting with a survey of accomplishments in the field, it explores initial and boundary value problems for ordinary differential equations, linear boundary value problems, and the numerical realization of parametric studies in nonlinear boundary value problems. The authors--Milan Kubicek, Professor at the Prague Institute of Chemical Technology, and Vladimir Hlavacek, Professor at the University of Buffalo--emphasize the description and straightforward application of numerical techniques rather than underlying theory. This approach reflects their extensive experience with the application of diverse numerical algorithms.

Numerical Solution of Initial-value Problems in Differential-algebraic Equations

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Publisher : North Holland
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis Numerical Solution of Initial-value Problems in Differential-algebraic Equations by : Kathryn Eleda Brenan

Download or read book Numerical Solution of Initial-value Problems in Differential-algebraic Equations written by Kathryn Eleda Brenan and published by North Holland. This book was released on 1989 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: