A composition law for Runge-Kutta methods applied to index-2 differential-algebraic equations

BIT Numerical Mathematics

Volumn 36, Issue 2, 1996, Pages 229-246

  Chan, R P K ^a   Chartier, P ^b  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

^b INRIA   (France)

Author keywords

Composition; Differential algebraic systems of index 2; Rooted trees; Runge Kutta methods; Symmetric methods

Indexed keywords

EID: 0005730169     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01731981     Document Type: Article

References (9)

1. K. E. Brenan, S. L. Campbell, and L. R. Petzold, Numerical Solution of Initial-value Problems in Differential-algebraic Equations, North-Holland, New York, 1989.
2. J. C. Butcher, The Numerical Analysis of Ordinary Differential Equations. Runge-Kutta and General Linear Methods, John Wiley, 1987.
3. J. C. Butcher and R. P. K. Chan, On Symmetrizers for Gauss methods, Numer. Math., 60 (1992), pp. 465-476.
4. R. P. K. Chan and P. Chartier, Gaussian Symmetrizers Applied to Index 2 DAEs, in preparation.
5. E. Hairer, C. Lubich and M. Roche, The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods, Lecture Notes in Mathematics 1409, Springer-Verlag, Berlin, 1987.
6. E. Hairer, S. P. Nørsett and G. Wanner, Solving Ordinary Differential Equations I, Nonstiff Problems, Springer-Verlag, Berlin, 1987.
7. E. Hairer and G. Wanner, Solving Ordinary Differential Equations II, Stiff and Differential-Algebraic Problems, Springer-Verlag, Berlin, 1991.
8. L. Jay, Méthodes du type Runge-Kutta pour des équations différentielles algébriques d'index 3 avec des applications aux systèmes hamiltoniens, Thèse de l'Université de Genève, no 2658, 1994.
9. M. Roche, Runge-Kutta and Rosenbrok Methods for Differential-algebraic equations and Stiff ODEs, Doctoral Thesis, Université de Genève, 1988.