Collocation methods for differential-algebraic equations of index 3

DOI10.1007/BF01385759MaRDI QIDQ1326458zbMATH OpenOpenAlexFDO

Authors Laurent O. Jay

Publication date 7 July 1994

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133742

zbMATH Keywords

collocation methodsconvergencedifferential- algebraic equations of index 3Runge-Kutta methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Review text

This article gives sharp convergence results for stiffly accurate collocation methods as applied to differential-algebraic equations of index 3 in Hessenberg form, proving partially a conjecture of \textit{E. Hairer}, \textit{C. Lubich} and \textit{M. Roche} [The numerical solution of differential-algebraic systems by Runge-Kutta methods. Lect. Notes Math. 1409 (1989; Zbl 0683.65050), p. 86].

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Cites work

• scientific article; zbMATH DE number 4041188 (Why is no real title available?)
• scientific article; zbMATH DE number 44365 (Why is no real title available?)
• scientific article; zbMATH DE number 50395 (Why is no real title available?)
• The numerical solution of differential-algebraic systems by Runge-Kutta methods
• The Numerical Solution of Higher Iindex Differential/Algebraic Equations by Implicit Methods

Cited in

(11)

• Some comments on DAE theory for IRK methods and trajectory optimization
• Construction and analysis of higher order variational integrators for dynamical systems with holonomic constraints
• Convergence of Runge-Kutta methods for differential-algebraic systems of index 3
• Improving the accuracy of BDF methods for index 3 differential-algebraic equations
• On Rosenbrock methods for the time integration of nearly incompressible materials and their usage for nonlinear model reduction
• On the global error of special Runge-Kutta methods applied to linear differential algebraic equations
• Runge-Kutta collocation methods for differential-algebraic equations of indices 2 and 3
• A Half-Explicit Extrapolation Method for Differential-Algebraic Systems of Indix 3
• A Survey on Numerical Methods for the Simulation of Initial Value Problems with sDAEs
• Collocation methods for integro-differential algebraic equations with index 1
• Global error estimates for a uniparametric family of stiffly accurate Runge-Kutta collocation methods on singularly perturbed problems

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