A note on discrete dynamic iterations of stiff index-2 DAE's

DOI10.1016/J.AMC.2005.03.017MaRDI QIDQ2489412zbMATH OpenOpenAlexFDO

Authors Yao-Lin Jiang, Wei Sun

Publication date 28 April 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.03.017

zbMATH Keywords

convergenceDifferential-algebraic systemdynamic iterationindex 2Runge-Kutta-methodsstiff systemswaveform relaxation

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for differential-algebraic equations (65L80)

Review text

Semi-explicit Hessenberg differential-algebraic equations (DAEs) of index 2 with given consistent initial values are considered. Algebraically stable Runge-Kutta (RK) methods are applied to the system of ordinary differential equations (ODEs) which arises from the DAE by differentiating the algebraic equation twice. The discrete RK formulas are solved by dynamic iteration or waveform relaxation methods. The convergence of the dynamic iteration is proved and the existence and uniqueness of a solution of the discretized system are derived.

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Cites work

• Convergence analysis of waveform relaxation for nonlinear differential-algebraic equations of index one
• Convergence of Waveform Relaxation Methods for Differential-Algebraic Systems
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• scientific article; zbMATH DE number 3999169 (Why is no real title available?)
• On the convergence of waveform relaxation methods for stiff nonlinear ordinary differential equations
• Runge-Kutta methods of dynamic iteration for index-2 differential-algebraic equations
• Waveform relaxation methods for implicit differential equations

Cited in

(7)

• Dynamic iteration methods applied to linear DAE systems
• Convergence of one-leg hybrid methods for implicit mixed differential algebraic systems
• Runge-Kutta methods of dynamic iteration for index-2 differential-algebraic equations
• Iteration based on continuous extension Runge-Kutta methods for index-2 differential-algebraic systems
• Uniform attractors of nonautonomous index 2 differential algebraic equations under discretization
• scientific article; zbMATH DE number 2222583 (Why is no real title available?)
• On the use of Hotelling's iterations for solving differential-algebraic systems of index 1

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