Post-projected Runge-Kutta methods for index-2 differential-algebriac equations

Authors:
R. P. K. Chan;P. Chartier;A. Murua
Affiliations:
Department of Mathematics, Division of Science and Technology, Tamaki Campus, The university of Auckland, Private Bag 92019, Auckland, New Zealand;INRIA Rennes, Campus de Beaulieu, 35042 Rennes Cedex, France;Konputazio Zientziak eta A.A. saila, Informatika Fakultatea, EHU, Donostia, Spain
Venue:
Applied Numerical Mathematics
Year:
2002

Citing 3
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Abstract

A new projection technique for Runge-Kutta methods applied to index-2 differential-algebraic equations is presented in which the numerical approximation is projected only as part of the output process. It is shown that for methods that are strictly stable at infinity, the order of convergence is unaffected compared to standard projected methods. Gauss methods, for which this technique is of special interest when some symmetry is to be preserved, are studied in more detail.