Projected Runge-Kutta methods for differential algebraic equations of index 3

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2003
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In the present paper we introduce a new class of methods, Projected Runge-Kutta methods, for the solution of index 3 differential algebraic equations (DAEs) in Hessenberg form. The methods admit the integration of index 3 DAEs without any drift effects. This makes them particularly well suited for long term integration. Finally, implemented on the basis of the Radau5 code, the projected Runge-Kutta method admits larger step sizes for a prescribed tolerance than the corresponding classical scheme without projection.

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510 Mathematik
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ISO 690SCHROPP, Johannes, 2003. Projected Runge-Kutta methods for differential algebraic equations of index 3
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@unpublished{Schropp2003Proje-618,
  year={2003},
  title={Projected Runge-Kutta methods for differential algebraic equations of index 3},
  author={Schropp, Johannes}
}
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