Behavior of Runge-Kutta discretizations near equilibria of index 2 differential algebraic systems

  • Authors:
  • Johannes Schropp

  • Affiliations:
  • Department of Mathematics and Statistics, University of Konstanz, P.O.Box 5560, D-78434 Konstanz, Germany

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2002

Quantified Score

Hi-index 0.00

Visualization

Abstract

We analyze Runge-Kutta discretizations applied to index 2 differential algebraic equations (DAE's) near equilibria. We compare the geometric properties of the numerical and the exact solutions. It is shown that projected and half-explicit Runge-Kutta methods reproduce the qualitative features of the continuous system in the vicinity of an equilibrium correctly. The proof combines cut-off and scaling techniques for index 2 differential algebraic equations with some invariant manifold results of Schropp [J. Schropp, Geometric properties of Runge-Kutta discretizations for index 2 differential algebraic equations, Konstanzer Schriften in Mathematik und Informatik 128] and classical results for discretized ordinary differential equations.