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Main Authors: Chaudhry, Jehanzeb H., Lewis, Owen L., Molla, Md Al Amin
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2507.03712
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author Chaudhry, Jehanzeb H.
Lewis, Owen L.
Molla, Md Al Amin
author_facet Chaudhry, Jehanzeb H.
Lewis, Owen L.
Molla, Md Al Amin
contents In this work we develop adjoint-based analyses for \textit{a posteriori} error estimation for the temporal discretization of differential-algebraic equations (DAEs) of special type: semi-explicit index-1 and Hessenberg index-2. Our technique quantifies the error in a Quantity of Interest (QoI), which is defined as a bounded linear functional of the solution of a DAE. We derive representations for errors of various types of QoIs (depending on the entire time interval, final time, algebraic variables, differential variables, etc.). We develop two analyses: one that defines the adjoint to the DAE system, and one that first converts the DAE to an ODE system and then applies classical \textit{a posteriori} analysis techniques. A number of examples are presented, including nonlinear and non-autonomous DAEs, as well as spatially discretized partial differential-algebraic equations (PDAEs). Numerical results indicate a high degree of accuracy in the error estimation.
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id arxiv_https___arxiv_org_abs_2507_03712
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spellingShingle Adjoint-based A Posteriori Error Analysis for Semi-explicit Index-1 and Hessenberg Index-2 Differential-Algebraic Equations
Chaudhry, Jehanzeb H.
Lewis, Owen L.
Molla, Md Al Amin
Numerical Analysis
In this work we develop adjoint-based analyses for \textit{a posteriori} error estimation for the temporal discretization of differential-algebraic equations (DAEs) of special type: semi-explicit index-1 and Hessenberg index-2. Our technique quantifies the error in a Quantity of Interest (QoI), which is defined as a bounded linear functional of the solution of a DAE. We derive representations for errors of various types of QoIs (depending on the entire time interval, final time, algebraic variables, differential variables, etc.). We develop two analyses: one that defines the adjoint to the DAE system, and one that first converts the DAE to an ODE system and then applies classical \textit{a posteriori} analysis techniques. A number of examples are presented, including nonlinear and non-autonomous DAEs, as well as spatially discretized partial differential-algebraic equations (PDAEs). Numerical results indicate a high degree of accuracy in the error estimation.
title Adjoint-based A Posteriori Error Analysis for Semi-explicit Index-1 and Hessenberg Index-2 Differential-Algebraic Equations
topic Numerical Analysis
url https://arxiv.org/abs/2507.03712