Numerical Integration of Differential Algebraic Systems and Invariant Manifolds

The dynamics of a differential algebraic equation takes place on a lower dimensional manifold in phase space. Applying a numerical integration scheme, it is natural to ask if and how this geometric property is preserved by the discrete dynamical system. In the index-1 case answers to this question are obtained from the singularly perturbed case treated by Nipp and Stoffer, Numer. Math. 70 (1995), 245–257, for Runge-Kutta methods and in K. Nipp and D. Stoffer, Numer. Math. 74 (1996), 305–323, for linear multistep methods. As main result of this paper it is shown that also for Runge-Kutta methods and linear multistep methods applied to a index-2 problem of Hessenberg form there is a (attractive) invariant manifold for the discrete dynamical system and this manifold is close to the manifold of the differential algebraic equation.