Rosenbrock methods for differential-algebraic systems with solution- dependent singular matrix multiplying the derivative (Q583851)

Rosenbrock methods for the numerical solution of differential-algebraic initial value problems of the form \(B(y)y'=a(y)\) on [0,X], y(0) given, with solution-dependent, singular square matrix B, are considered. The Rosenbrock methods are described for such problems in a form suitable for analysis. A convergence theorem is then given, relating the global errors to the local errors. The order conditions up to order 3 are derived and compared with the conditions arising from other types of equations. A four-stage method of order 3 is constructed with an embedded method of one lower order. The cost of the method is detailed and a form of the method suitable for efficient implementation is presented. Encouraging preliminary numerical experiments are reported.