The application of Rosenbrock-Wanner type methods with stepsize control in differential-algebraic equations |
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| Authors: | P. Rentrop M. Roche G. Steinebach |
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| Affiliation: | (1) Mathematisches Institut, TU München, Arcisstrasse 21, D-8000 München 2, Federal Republic of Germany;(2) Section de Mathematique, Universite de Geneve, 2-4 Rue du Lievre, Case postale 240, CH-1211 Geneve 24, Switzerland;(3) FB Mathematik, Universität Kaiserslautern, Erwin Schrödingerstrasse, D-6750 Kaiserslautern, Federal Republic of Germany |
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| Abstract: | Summary Two Rosenbrock-Wanner type methods for the numerical treatment of differential-algebraic equations are presented. Both methods possess a stepsize control and an index-1 monitor. The first method DAE34 is of order (3)4 and uses a full semi-implicit Rosenbrock-Wanner scheme. The second method RKF4DA is derived from the Runge-Kutta-Fehlberg 4(5)-pair, where a semi-implicit Rosenbrock-Wanner method is embedded, in order to solve the nonlinear equations. The performance of both methods is discussed in artificial test problems and in technical applications. |
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| Keywords: | AMS(MOS): 65L05 CR: G1.7 |
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