Numerical integration of positive linear differential-algebraic systems

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This paper develops numerical techniques for preserving the positivity as well as the algebraic constraints of linear positive differential algebraic equations. The key approach is the decomposition of \(Ex'= Ax+ f\) into its differential and algebraic components. It is shown that when applied to index one systems stiffly accurate Runge-Kutta methods preserve this positivity, but for higher index problems standard approaches are not suitable.



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