A composition law for Runge-Kutta methods applied to index-2 differential-algebraic equations

DOI10.1007/BF01731981MaRDI QIDQ1914865zbMATH OpenFDO

Authors R. P. K. Chan, Philippe Chartier

Publication date 15 August 1996

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01731981

zbMATH Keywords

index-2 differential-algebraic systemsorderRunge-Kutta methodssymmetric composition

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) 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 paper presents a new composition law for Runge-Kutta methods when applied to index-2 differential-algebraic systems. Applications of this method to the study of order of composite and symmetric methods are given.

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Cites work

• scientific article; zbMATH DE number 4041188 (Why is no real title available?)
• scientific article; zbMATH DE number 44365 (Why is no real title available?)
• scientific article; zbMATH DE number 50395 (Why is no real title available?)
• scientific article; zbMATH DE number 3999169 (Why is no real title available?)
• Rosenbrock methods for differential algebraic equations
• The numerical solution of differential-algebraic systems by Runge-Kutta methods

Cited in

(3)

• Formal series and numerical integrators. II: Application to index-\(2\) differential-algebraic systems
• Formal series and numerical integrators. I: Systems of ODEs and symplectic integrators
• Post-projected Runge-Kutta methods for index-2 differential-algebraic equations

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