Half-explicit Runge-Kutta methods with explicit stages for differential-algebraic systems of index 2 (Q1272871): Difference between revisions

A new class of half-explicit Runge-Kutta algorithms for differential-algebraic systems is introduced and studied. The differential-algebraic system considered has the form (i) \(y'(t)= f(y(t), z(t))\), \(g(y(t))= 0\), \(t\in [t_0,t_1]\), \(y(t_0)= y_0\), \(z(t_0)= z_0\), \(y(t)\in \mathbb{R}^n\), \(z(t)\in \mathbb{R}^m\), \([g_y f_z]\neq 0\). The new algorithms are a modification of the half-explicit Runge-Kutta algorithms of \textit{E. Hairer}, \textit{C. Lubich} and \textit{M. Roche} [The numerical solutions of differential-algebraic systems by Runge-Kutta methods, Lect. Notes Math., 1409 (1989; Zbl 0683.65050)] in which the first stage of the \(n\)th step is replaced by a different explicit stage. It is proved that specialization of the new algorithm leads to ones having order \(q= 2,3,4,5\) with stages \(s= 2,3,5,7\), respectively. A new fifth-order code HODOP5 is constructed and tested. The new code as applied to approximate the solution of equations for a wheel vibration with 14 position coordinates and 12 holonomic constraints and the results compared with ones obtained with half explicit codes HEM5, MDOP5, PHEM56 and the implicit code DOPR15. The first three are by the authors V. Brasey, B. Simeon, A. Murua and the fourth by K. Brenan, S. Campbell, L. Petzold. For the test problem the codes HEDOP5, MDOP5, PHEM56 were faster than HEM5, DOPR15. HEDOP5 was the most efficient.