Post-projected Runge-Kutta methods for index-2 differential-algebraic equations
type: Item
instance of: scholarly article
title: Post-projected Runge-Kutta methods for index-2 differential-algebraic equations
zbMATH Open document ID: 1005.65079
DOI: 10.1016/S0168-9274(01)00143-X
published in: Applied Numerical Mathematics
publication date: 2002-08-22T00:00:00Z
review text: The present paper deals with numerical methods for index-2 differential algebraic equations in Hessenberg form, that is, \[ y'(x)= f(y(x), z(x)),\quad 0= g(y(x)) \] with \(Dg(y){\partial f\over\partial z} (y,z)\) invertible. The authors introduce a slight modification of the widely used projected Runge-Kutta methods. In the so-called post-projected Runge-Kutta methods the projection step is applied only whenever an output is required. It is shown that in most cases the order of convergence of post-projected methods is the same as for projected Runge-Kutta methods. Finally, numerical examples are presented.
Mathematics Subject Classification ID: 65L80
Mathematics Subject Classification ID: 34A09
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 1787724
zbMATH Keywords: index-2 differential algebraic equations
zbMATH Keywords: projected Runge-Kutta methods
zbMATH Keywords: convergence
zbMATH Keywords: numerical examples
author: R. P. K. Chan
author: Philippe Chartier
author: Ander Murua
reviewed by: Johannes Schropp
describes a project that uses: RODAS
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1787724