Distributional Convergence of BDF (Backward Differentiation Formulas) Approximations to Solutions of Descriptor Systems

摘要

It has been frequently observed that the backward differentiation approximation of the solutions of Ex' + Fx = f can fail to converge even pointwise in an initial boundary layer. This note shows that the approximations converge in a distributional sense even if the exact solution is also distributional. Keywords: Matrices; Convergence; Approximation.