Backward Differentiation Approximations of Nonlinear Differential/Algebraic Systems
- 1 October 1988
- journal article
- Published by JSTOR in Mathematics of Computation
- Vol. 51 (184) , 659-676
- https://doi.org/10.2307/2008768
Abstract
Finite difference approximations of dynamical systems modelled by nonlinear, semiexplicit, differential/algebraic equations are analyzed. Convergence for the backward differentiation method is proved for index two and index three problems when the numerical initial values obey certain constraints. The appropriate asymptotic convergence rates and the leading error terms are determined.Keywords
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