On a Newton-Type Method for Differential-Algebraic Equations

This paper deals with the approximation of systems of differential-algebraic equations based on a certain error functional naturally associated with the system. In seeking to minimize the error, by using standard descent schemes, the procedure can never get stuck in local minima but will always and...

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Main Authors: S. Amat, M. J. Légaz, P. Pedregal
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/718608
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author S. Amat
M. J. Légaz
P. Pedregal
author_facet S. Amat
M. J. Légaz
P. Pedregal
author_sort S. Amat
collection DOAJ
description This paper deals with the approximation of systems of differential-algebraic equations based on a certain error functional naturally associated with the system. In seeking to minimize the error, by using standard descent schemes, the procedure can never get stuck in local minima but will always and steadily decrease the error until getting to the solution sought. Starting with an initial approximation to the solution, we improve it by adding the solution of some associated linear problems, in such a way that the error is significantly decreased. Some numerical examples are presented to illustrate the main theoretical conclusions. We should mention that we have already explored, in some previous papers (Amat et al., in press, Amat and Pedregal, 2009, and Pedregal, 2010), this point of view for regular problems. However, the main hypotheses in these papers ask for some requirements that essentially rule out the application to singular problems. We are also preparing a much more ambitious perspective for the theoretical analysis of nonlinear DAEs based on this same approach.
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institution Kabale University
issn 1110-757X
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spelling doaj-art-b87999a1c7f543beb3098beecfe109752025-02-03T05:51:51ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/718608718608On a Newton-Type Method for Differential-Algebraic EquationsS. Amat0M. J. Légaz1P. Pedregal2Departamento de Matemática Aplicada y Estadística, Universidad Politécnica de Cartagena, Paseo de Alfonso XIII 52, Murcia, 30203 Cartagena, SpainDepartamento de Matemática Aplicada y Estadística, Universidad Politécnica de Cartagena, Paseo de Alfonso XIII 52, Murcia, 30203 Cartagena, SpainETSI Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real, SpainThis paper deals with the approximation of systems of differential-algebraic equations based on a certain error functional naturally associated with the system. In seeking to minimize the error, by using standard descent schemes, the procedure can never get stuck in local minima but will always and steadily decrease the error until getting to the solution sought. Starting with an initial approximation to the solution, we improve it by adding the solution of some associated linear problems, in such a way that the error is significantly decreased. Some numerical examples are presented to illustrate the main theoretical conclusions. We should mention that we have already explored, in some previous papers (Amat et al., in press, Amat and Pedregal, 2009, and Pedregal, 2010), this point of view for regular problems. However, the main hypotheses in these papers ask for some requirements that essentially rule out the application to singular problems. We are also preparing a much more ambitious perspective for the theoretical analysis of nonlinear DAEs based on this same approach.http://dx.doi.org/10.1155/2012/718608
spellingShingle S. Amat
M. J. Légaz
P. Pedregal
On a Newton-Type Method for Differential-Algebraic Equations
Journal of Applied Mathematics
title On a Newton-Type Method for Differential-Algebraic Equations
title_full On a Newton-Type Method for Differential-Algebraic Equations
title_fullStr On a Newton-Type Method for Differential-Algebraic Equations
title_full_unstemmed On a Newton-Type Method for Differential-Algebraic Equations
title_short On a Newton-Type Method for Differential-Algebraic Equations
title_sort on a newton type method for differential algebraic equations
url http://dx.doi.org/10.1155/2012/718608
work_keys_str_mv AT samat onanewtontypemethodfordifferentialalgebraicequations
AT mjlegaz onanewtontypemethodfordifferentialalgebraicequations
AT ppedregal onanewtontypemethodfordifferentialalgebraicequations