Lobatto IIIA methods, direct transcription, and DAEs with delays

Lobatto IIIA methods, direct transcription, and DAEs with delays

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Article ID: iaor201526151
Volume: 69
Issue: 2
Start Page Number: 291
End Page Number: 300
Publication Date: Jun 2015
Journal: Numerical Algorithms
Authors: , ,
Keywords: stability
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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