On projected Runge-Kutta methods for differential-algebraic equations

DOI10.1007/BF01933267MaRDI QIDQ1176474zbMATH OpenFDO

Authors Christian Lubich

Publication date 25 June 1992

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01933267

zbMATH Keywords

differential- algebraic equations of index 2implicit Euler methodprojected Runge-Kutta methodssuperconvergence

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)

Review text

The author considers projected Runge-Kutta methods for differential- algebraic equations of index 2 having the form \(y'=f(y,z)\), \(0=g(y)\). These methods have recently been introduced by \textit{U. M. Ascher} and \textit{L. R. Petzold} [SIAM J. Numer. Anal. 28, No. 4, 1097-1120 (1991; Zbl 0732.65067)]. Here it is shown that such a method can be regarded as the limiting case of a standard application of a Runge-Kutta method with an additional very small implicit Euler step. This interpretation makes it possible to transfer well known results on order and superconvergence from standard Runge-Kuta methods. The paper does not contain numerical results.

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Cites work

• Projected Implicit Runge–Kutta Methods for Differential-Algebraic Equations
• The numerical solution of differential-algebraic systems by Runge-Kutta methods

Cited in

(12)

• Natural Runge-Kutta and projection methods
• Projected collocation for higher-order higher-index differential- algebraic equations
• Runge-Kutta schemes that maintain invariant solutions for differential algebraic systems
• Post-projected Runge-Kutta methods for index-2 differential-algebraic equations
• Starting algorithms for a class of RK methods for index-2 DAEs
• Projected Runge-Kutta methods for constrained Hamiltonian systems
• Projected Implicit Runge–Kutta Methods for Differential-Algebraic Equations
• Specialized Runge-Kutta methods for index 2 differential-algebraic equations
• Projected Runge-Kutta methods for index 3 differential-algebraic equations near equilibria, periodic orbits and attracting sets
• Semi-Lagrangian multistep exponential integrators for index 2 differential-algebraic systems
• On convergence of implicit Runge-Kutta methods for the incompressible Navier-Stokes equations with unsteady inflow
• On resolvent conditions and stability estimates

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