• Title/Summary/Keyword: Differential algebraic equations

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A LOCAL-GLOBAL VERSION OF A STEPSIZE CONTROL FOR RUNGE-KUTTA METHODS

  • Kulikov, G.Yu
    • Journal of applied mathematics & informatics
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    • v.7 no.2
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    • pp.409-438
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    • 2000
  • In this paper we develop a new procedure to control stepsize for Runge- Kutta methods applied to both ordinary differential equations and semi-explicit index 1 differential-algebraic equation In contrast to the standard approach, the error control mechanism presented here is based on monitoring and controlling both the local and global errors of Runge- Kutta formulas. As a result, Runge-Kutta methods with the local-global stepsize control solve differential of differential-algebraic equations with any prescribe accuracy (up to round-off errors)

A LOCAL-GLOBAL STEPSIZE CONTROL FOR MULTISTEP METHODS APPLIED TO SEMI-EXPLICIT INDEX 1 DIFFERENTIAL-ALGEBRAIC EUATIONS

  • Kulikov, G.Yu;Shindin, S.K.
    • Journal of applied mathematics & informatics
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    • v.6 no.3
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    • pp.697-726
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    • 1999
  • In this paper we develop a now procedure to control stepsize for linear multistep methods applied to semi-explicit index 1 differential-algebraic equations. in contrast to the standard approach the error control mechanism presented here is based on monitoring and contolling both the local and global errors of multistep formulas. As a result such methods with the local-global stepsize control solve differential-algebraic equation with any prescribed accuracy (up to round-off errors). For implicit multistep methods we give the minimum number of both full and modified Newton iterations allowing the iterative approxima-tions to be correctly used in the procedure of the local-global stepsize control. We also discuss validity of simple iterations for high accuracy solving differential-algebraic equations. Numerical tests support the the-oretical results of the paper.

NUMERICAL METHODS SOLVING THE SEMI-EXPLICIT DIFFERENTIAL-ALGEBRAIC EQUATIONS BY IMPLICIT MULTISTEP FIXED STEP SIZE METHODS

  • Kulikov, G.Yu.
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.341-378
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    • 1997
  • We consider three classes of numerical methods for solv-ing the semi-explicit differential-algebraic equations of index 1 and higher. These methods use implicit multistep fixed stepsize methods and several iterative processes including simple iteration, full a2nd modified Newton iteration. For these methods we prove convergence theorems and derive error estimates. We consider different ways of choosing initial approximations for these iterative methods and in-vestigate their efficiency in theory and practice.

ON THE GROWTH OF ALGEBROID SOLUTIONS OF ALGEBRAIC DIFFERENTIAL EQUATIONS

  • Manli Liu;Linlin Wu
    • Bulletin of the Korean Mathematical Society
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    • v.61 no.3
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    • pp.597-610
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    • 2024
  • Using the Nevanlinna value distribution theory of algebroid functions, this paper investigates the growth of two types of complex algebraic differential equation with algebroid solutions and obtains two results, which extend the growth of complex algebraic differential equation with meromorphic solutions obtained by Gao [4].

A Dynamic Analysis of Constrained Multibody Systems (구속된 다물체 시스템을 위한 동역학 해석론)

  • 이상호;한창수;서문석
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.9
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    • pp.2339-2348
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    • 1994
  • The objective of this paper is to develop a solution method for the differential-algebraic equation(DAE) derived from constrained muti-body dynamic systems. Mechanical systems are often modeled as bodies and joints. Differential equations of motion are formulated for bodies. Since the bodies are connected by joint, the differential variables must satisfy the kinematic constraint equations that come from the joints. Difficulties are arised due to drift of the differential variables off the constraint equations. An optimization method is adopted to correct the drift of the differential variables. To demonstrate the efficiency of the proposed method a slider-crank mechanism is analyzed dynamically. Identical results are obtained as these from the commercial program DADS. Dynamic analysis of a High Mobility Multi-purpose Wheeled. Vehicle(HMMWV) is carried out to show the practicalism of the proposed method.

Walking Pattern Generation employing DAE Integration Method

  • Kang Yun-Seok;Park Jung-Hun;Yim Hong Jae
    • Journal of Mechanical Science and Technology
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    • v.19 no.spc1
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    • pp.364-370
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    • 2005
  • A stable walking pattern generation method for a biped robot is presented in this paper. In general, the ZMP (zero moment point) equations, which are expressed as differential equations, are solved to obtain a stable walking pattern. However, the number of differential equations is less than that of unknown coordinates in the ZMP equations. It is impossible to integrate the ZMP equations directly since one or more constraint equations are involved in the ZMP equations. To overcome this difficulty, DAE (differential and algebraic equation) solution method is employed. The proposed method has enough flexibility for various kinematic structures. Walking simulation for a virtual biped robot is performed to demonstrate the effectiveness and validity of the proposed method. The method can be applied to the biped robot for stable walking pattern generation.

Symbolic Algorithm for a System of Differential-Algebraic Equations

  • Thota, Srinivasarao;Kumar, Shiv Datt
    • Kyungpook Mathematical Journal
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    • v.56 no.4
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    • pp.1141-1160
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    • 2016
  • In this paper, a symbolic algorithm for solving a regular initial value problem (IVP) for a system of linear differential-algebraic equations (DAEs) with constant coeffcients has been presented. Algebra of integro-differential operators is employed to express the given system of DAEs. We compute a canonical form of the given system which produces another simple equivalent system. Algorithm includes computing the matrix Green's operator and the vector Green's function of a given IVP. Implementation of the proposed algorithm in Maple is also presented with sample computations.

SOLVING PARTIAL DIFFERENTIAL ALGEBRAIC EQUATIONS BY COLLOCATION AND RADIAL BASIS FUNCTIONS

  • Bao, Wendi;Song, Yongzhong
    • Journal of applied mathematics & informatics
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    • v.30 no.5_6
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    • pp.951-969
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    • 2012
  • In this paper, we propose a class of meshless collocation approaches for the solution of time dependent partial differential algebraic equations (PDAEs) in terms of a radial basis function interpolation numerical scheme. Kansa's method and the Hermite collocation method (HCM) for PDAEs are given. A sensitivity analysis of the solutions from different shape parameter c is obtained by numerical experiments. With use of the random collocation points, we have obtain the more accurate solution by the methods than those by the finite difference method for the PDAEs with index-2, i.e, we avoid the influence from an index jump of PDAEs in some degree. Several numerical experiments show that the methods are efficient.

Lie Algebraic Solution of Stochastic Differential Equations

  • Kim, Yoon-Tae;Jeon, Jong-Woo
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.25-30
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    • 2003
  • We prove that the logarithm of the flow of stochastic differential equations is an element of the free Lie algebra generated by a finite set consisting of vector fields being coefficients of equations. As an application, we directly obtain a formula of the solution of stochastic differential equations given by Castell(1993) without appealing to an expansion for ordinary differential equations given by Strichartz (1987).

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MULTI-BLOCK BOUNDARY VALUE METHODS FOR ORDINARY DIFFERENTIAL AND DIFFERENTIAL ALGEBRAIC EQUATIONS

  • OGUNFEYITIMI, S.E.;IKHILE, M.N.O.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.24 no.3
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    • pp.243-291
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    • 2020
  • In this paper, multi-block generalized backward differentiation methods for numerical solutions of ordinary differential and differential algebraic equations are introduced. This class of linear multi-block methods is implemented as multi-block boundary value methods (MB2 VMs). The root distribution of the stability polynomial of the new class of methods are determined using the Wiener-Hopf factorization of a matrix polynomial for the purpose of their correct implementation. Numerical tests, showing the potential of such methods for output of multi-block of solutions of the ordinary differential equations in the new approach are also reported herein. The methods which output multi-block of solutions of the ordinary differential equations on application, are unlike the conventional linear multistep methods which output a solution at a point or the conventional boundary value methods and multi-block methods which output only a block of solutions per step. The MB2 VMs introduced herein is a novel approach at developing very large scale integration methods (VLSIM) in the numerical solution of differential equations.