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Efficient Runge-Kutta integrators for index-2 differential algebraic equations
Authors:J. C. Butcher   R. P. K. Chan.
Affiliation:Department of Mathematics, The University of Auckland, Auckland, New Zealand ; Division of Science and Technology, Tamaki Campus, The University of Auckland, Auckland, New Zealand
Abstract:In seeking suitable Runge-Kutta methods for differential algebraic equations, we consider singly-implicit methods to which are appended diagonally-implicit stages. Methods of this type are either similar to those of Butcher and Cash or else allow for the importation of a final derivative from a previous step. For these two classes, with up to three additional diagonally-implicit stages, we derive methods that satisfy appropriate order conditions for index-2 DAEs.

Keywords:Differential algebraic systems of index 2   singly-implicit Runge-Kutta methods   diagonal extensions   Laguerre polynomials
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