Connections between implicit difference equations and differential-algebraic equations

Authors: Phạm Kỳ Anh, Nguyễn Hữu Dư, Lê Công Lợi,

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Publisher, magazine: ,

Publication year: 2004

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Abstract

Summary: Recently, a notion of index-1 linear implicit difference equations (LIDEs) has been introduced and the solvability of initial value problems (IVPs) as well as multipoint boundary-value problems (MPBVPs) for index-1 LIDEs has been studied. In this note, we show that the explicit Euler method (EEM) applied to linear transferable differential-algebraic equations (DAEs) leads to index-1 LIDEs. Besides, we discuss the convergence of solutions of IVPs (MPBVPs) for index-1 LIDEs to the solutions of the corresponding problems for transferable DAEs.

Tags: initial value problem; multipoint boundary-value problem; singular-value decomposition; index-1 linear implicit difference equations