Numerical solution of differential algebraic equations (DAEs) by mix-multistep method

Differential Algebraic Equations (DAEs) are regarded as stiff Ordinary Differential Equations (ODEs). Therefore they are solved using implicit method such as Backward Differentiation Formula (BDF) type of methods which require the use of Newton iteration which need much computational effort. However...

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Main Authors: Rahim, Yong Faezah, Suleiman, Mohamed, Ibrahim, Zarina Bibi
Format: Conference or Workshop Item
Language:English
Published: AIP Publishing LLC 2013
Online Access:http://psasir.upm.edu.my/id/eprint/57328/
http://psasir.upm.edu.my/id/eprint/57328/1/Numerical%20solution%20of%20differential%20algebraic%20equations%20%28DAEs%29%20by%20mix-multistep%20method.pdf
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author Rahim, Yong Faezah
Suleiman, Mohamed
Ibrahim, Zarina Bibi
author_facet Rahim, Yong Faezah
Suleiman, Mohamed
Ibrahim, Zarina Bibi
author_sort Rahim, Yong Faezah
building UPM Institutional Repository
collection Online Access
description Differential Algebraic Equations (DAEs) are regarded as stiff Ordinary Differential Equations (ODEs). Therefore they are solved using implicit method such as Backward Differentiation Formula (BDF) type of methods which require the use of Newton iteration which need much computational effort. However, not all of the ODEs in DAE system are stiff. In this paper, we describe a new technique for solving DAE, where the ODEs are treated as non-stiff at the start of the integration and putting the non-stiff ODEs into stiff subsystem should instability occurs. Adams type of method is used to solve the non-stiff part and BDF method for solving the stiff part. This strategy is shown to be competitive in terms of computational effort and accuracy. Numerical experiments are presented to validate its efficiency.
first_indexed 2025-11-15T10:52:19Z
format Conference or Workshop Item
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institution Universiti Putra Malaysia
institution_category Local University
language English
last_indexed 2025-11-15T10:52:19Z
publishDate 2013
publisher AIP Publishing LLC
recordtype eprints
repository_type Digital Repository
spelling upm-573282017-09-26T04:04:31Z http://psasir.upm.edu.my/id/eprint/57328/ Numerical solution of differential algebraic equations (DAEs) by mix-multistep method Rahim, Yong Faezah Suleiman, Mohamed Ibrahim, Zarina Bibi Differential Algebraic Equations (DAEs) are regarded as stiff Ordinary Differential Equations (ODEs). Therefore they are solved using implicit method such as Backward Differentiation Formula (BDF) type of methods which require the use of Newton iteration which need much computational effort. However, not all of the ODEs in DAE system are stiff. In this paper, we describe a new technique for solving DAE, where the ODEs are treated as non-stiff at the start of the integration and putting the non-stiff ODEs into stiff subsystem should instability occurs. Adams type of method is used to solve the non-stiff part and BDF method for solving the stiff part. This strategy is shown to be competitive in terms of computational effort and accuracy. Numerical experiments are presented to validate its efficiency. AIP Publishing LLC 2013 Conference or Workshop Item PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/57328/1/Numerical%20solution%20of%20differential%20algebraic%20equations%20%28DAEs%29%20by%20mix-multistep%20method.pdf Rahim, Yong Faezah and Suleiman, Mohamed and Ibrahim, Zarina Bibi (2013) Numerical solution of differential algebraic equations (DAEs) by mix-multistep method. In: 3rd International Conference on Mathematical Sciences (ICMS3), 17-19 Dec. 2013, Kuala Lumpur, Malaysia. (pp. 170-178). 10.1063/1.4882484
spellingShingle Rahim, Yong Faezah
Suleiman, Mohamed
Ibrahim, Zarina Bibi
Numerical solution of differential algebraic equations (DAEs) by mix-multistep method
title Numerical solution of differential algebraic equations (DAEs) by mix-multistep method
title_full Numerical solution of differential algebraic equations (DAEs) by mix-multistep method
title_fullStr Numerical solution of differential algebraic equations (DAEs) by mix-multistep method
title_full_unstemmed Numerical solution of differential algebraic equations (DAEs) by mix-multistep method
title_short Numerical solution of differential algebraic equations (DAEs) by mix-multistep method
title_sort numerical solution of differential algebraic equations (daes) by mix-multistep method
url http://psasir.upm.edu.my/id/eprint/57328/
http://psasir.upm.edu.my/id/eprint/57328/
http://psasir.upm.edu.my/id/eprint/57328/1/Numerical%20solution%20of%20differential%20algebraic%20equations%20%28DAEs%29%20by%20mix-multistep%20method.pdf