Numerical integration of differential algebraic systems and invariant manifolds (Q698576)

The author studies the preservation of some geometric properties of differential algebraic systems (DAEs) with index-1 or index-2 in Hessenberg form under discretizations of some Runge-Kutta or linear multistep methods. For the index-1 DAE: \( x' = f(x,y), g(x,y)=0\) with \( (x,y) \in {\mathbb R}^m \times {\mathbb R}^n \), \( f \) and \( g\) sufficiently smooth and such that there exist \( y = s(x)\) so that \( g(x, s(x)) = 0,\) for all \( x \in {\mathbb R}^m \) and \( g_y ( x , s(x)) \) invertible with \( g_y ( x , s(x))^{-1}\) bounded for \( x \in {\mathbb R}^m\) it is well known that all solutions of the DAE lie on the \(m\)-dimensional manifold \( M_0 = \{ ( x , y) ; x \in {\mathbb R}^m, y = s(x) \} \subset {\mathbb R}^m \times {\mathbb R}^n. \) In this case it is proved that, under suitable assumptions on the Runge--Kutta method, the discrete problem possess an invariant manifold \( M_{h,0} \to M_0 ( h \to 0)\) which is an attracting set of the discretization. Further some estimates of the global error are also obtained. Similar results are derived for linear multistep methods which are strictly and stiffly stable. These results are obtained from the singularly perturbed problem \( x' = f(x, y), \varepsilon y' = g(x,y) \) treated extensively by \textit{K. Nipp} and \textit{D. Stoffer} [Numer. Math. 70, No.~2, 245-257 (1995; Zbl 0824.65058) and Numer. Math. 74, No.~3, 305-323 (1996; Zbl 0912.65066)]. The second part of the paper deals with index-2 DAEs in Hessenberg form: \( x' = f(x,y), 0 = G(x)\) such that there exist \( y = s(x)\) with \( G_x (x) f(x, s(x)) = 0 \) and \( G_x (x) f_y ( x, s(x)) \) invertible with bounded inverse for \( x \in {\mathbb R}^m\). Now similar results to the index-1 case are given if \( G(x)\) is linear. For general \( G \) the existence of an invariant manifold of the discretization close to the invariant manifold of the DAE is also proved for some Runge-Kutta and multistep methods.