Half-explicit Runge-Kutta methods with explicit stages for differential-algebraic systems of index 2 |
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Authors: | M Arnold |
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Institution: | (1) Institute of Robotics and System Dynamics, DLR German Aerospace Center, P.O. Box 1116, D-82230 Wessling, Germany |
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Abstract: | Usually the straightforward generalization of explicit Runge-Kutta methods for ordinary differential equations to half-explicit
methods for differential-algebraic systems of index 2 results in methods of orderq≤2. The construction of higher order methods is simplified substantially by a slight modification of the method combined with
an improved strategy for the computation of the algebraic solution components. We give order conditions up to orderq=5 and study the convergence of these methods. Based on the fifth order method of Dormand and Prince the fifth order half-explicit
Runge-Kutta method HEDOP5 is constructed that requires the solution of 6 systems of nonlinear equations per step of integration. |
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Keywords: | 65L05 |
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