Solving Differential-Algebraic Equations by Taylor Series (I): Computing Taylor Coefficients

被引：0
|
作者：
Nedialko S. Nedialkov
John D. Pryce
机构：
[1] McMaster University,Department of Computing and Software
[2] Cranfield University,Computer Information Systems Engineering Department
来源：
BIT Numerical Mathematics | 2005年 / 45卷
关键词：
differential-algebraic equations (DAEs); structural analysis; Taylor series; automatic differentiation;
D O I：
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中图分类号：
学科分类号：
摘要：
This paper is one of a series underpinning the authors’ DAETS code for solving DAE initial value problems by Taylor series expansion. First, building on the second author’s structural analysis of DAEs (BIT, 41 (2001), pp. 364–394), it describes and justifies the method used in DAETS to compute Taylor coefficients (TCs) using automatic differentiation. The DAE may be fully implicit, nonlinear, and contain derivatives of order higher than one. Algorithmic details are given.
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页码：561 / 591
页数：30
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