The numerical solution of the autonomous Cauchy problem with algebraic constraints on the phase variables (Q1323949)

An autonomous system of differential-algebraic equations \(x'= g(x,y)\), \(y(t)= f(x(t),y(t))\), \(x(0)= x^ 0\), \(y(0)= y^ 0\) is solved using two finite difference methods: the implicit Euler method in combination with the simple iteration method and the implicit Adams method combined with Newton's method. A theorem on the convergence and accuracy is proved.