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Lobatto IIIA methods, direct transcription, and DAEs with delays

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Abstract

Recent results in the literature have shown that LobattoIIIA methods may have some undesirable stability properties when used to numerically integrate differential algebraic equations (DAEs) which have delays. In these studies Lagrange interpolation was used to compute the delayed terms. Here we show that this undesirable behavior of LobattoIIIA methods reported in the literature is tied to the use of Lagrange interpolation and their use in an ODE integrator. With these and other natural interpolations some LobattoIIIA methods do not exhibit this undesirable behavior when used within a direct transcription framework.

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Authors and Affiliations

  1. Applied Mathematical Analysis LLC, Issaquah, WA, 98027, USA

    John T. Betts

  2. Department of Mathematics, North Carolina State University, Raleigh, NC, 27695, USA

    Stephen L. Campbell & Karmethia Thompson

Authors
  1. John T. Betts
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  2. Stephen L. Campbell
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  3. Karmethia Thompson
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Correspondence to Stephen L. Campbell.

Additional information

Research supported in part by NSF Grant DMS-1209251

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Betts, J.T., Campbell, S.L. & Thompson, K. Lobatto IIIA methods, direct transcription, and DAEs with delays. Numer Algor 69, 291–300 (2015). https://doi.org/10.1007/s11075-014-9896-y

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  • DOI: https://doi.org/10.1007/s11075-014-9896-y

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