Numerical Solution of Linear Ordinary Differential Equations and Differential-Algebraic Equations by Spectral Methods

Saravi, Masoud (2008). Numerical Solution of Linear Ordinary Differential Equations and Differential-Algebraic Equations by Spectral Methods. PhD thesis The Open University.



This thesis involves the implementation of spectral methods, for numerical solution of linear Ordinary Differential Equations (ODEs) and linear Differential-Algebraic Equations (DAEs). First we consider ODEs with some ordinary problems, and then, focus on those problems in which the solution function or some coefficient functions have singularities. Then, by expressing weak and strong aspects of spectral methods to solve these kinds of problems, a modified pseudo-spectral method which is more efficient than other spectral methods is suggested and tested on some examples.

We extend the pseudo-spectral method to solve a system of linear ODEs and linear DAEs and compare this method with other methods such as Backward Difference Formulae (BDF), and implicit Runge-Kutta (RK) methods using some numerical examples. Furthermore, by using appropriate choice of Gauss-Chebyshev-Radau points, we will show that this method can be used to solve a linear DAE whenever some of coefficient functions have singularities by providing some examples. We also used some problems that have already been considered by some authors by finite difference methods, and compare their results with ours.

Finally, we present a short survey of properties and numerical methods for solving DAE problems and then we extend the pseudo-spectral method to solve DAE problems with variable coefficient functions. Our numerical experience shows that spectral and pseudo-spectral methods and their modified versions are very promising for linear ODE and linear DAE problems with solution or coefficient functions having singularities.

In section 3.2, a modified method for solving an ODE is introduced which is new work. Furthermore, an extension of this method for solving a DAE or system of ODEs which has been explained in section 4.6 of chapter four is also a new idea and has not been done by anyone previously.

In all chapters, wherever we talk about ODE or DAE we mean linear.

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