Stability of numerical methods for differential-algebraic equations of higher index (Q1308554): Difference between revisions

The stability of an implicit Runge-Kutta method for differential- algebraic systems of index 2 is investigated. The analytical solution of such systems does not depend continuously on perturbations of the algebraic part. Small perturbations arising in the discretization of the differential-algebraic systems can drastically be amplified during integration and lead to inexact numerical results. Bounds for the influence of perturbations on the analytical solution of an index 2 system are given. Bounds for the influence of perturbations are also obtained for the numerical solution computed by implicit Runge- Kutta methods. Examples for both cases are presented. A modification of Runge-Kutta methods that decreases the influence of perturbations is discussed and numerical tests are given. The proofs of the estimates are complicated for systems of index 2, but the basic ideas of these investigations could be extended to index 3 systems.