System of linear ordinary differential and differential-algebraic equations and pseudo-spectral method

Saravi, M.; Babolian, E.; England, R. and Bromilow, M. (2010). System of linear ordinary differential and differential-algebraic equations and pseudo-spectral method. Computers and Mathematics with Applications, 59(4) pp. 1524–1531.

DOI: https://doi.org/10.1016/j.camwa.2009.12.022

Abstract

In this paper, first we introduce, briefly, pseudo-spectral method to solve linear Ordinary Differential Equations (ODEs), and then extend it to solve a system of linear ODEs and then Differential-Algebraic Equations (DAEs). Furthermore, because of appropriate choice of Chebyshev–Gauss–Raudo points we will show that this method can be used to solve a DAE whenever some coefficient functions in constraint are not analytic by providing some numerical examples.

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