Solution of Index 2 Implicit Differential-algebraic Equations by Lobatto Runge-kutta Methods
نویسنده
چکیده
We consider the numerical solution of systems of index 2 implicit differential-algebraic equations (DAEs) by a class of super partitioned additive Runge-Kutta (SPARK) methods. The families of Lobatto IIIA-B-C-C-D methods are included. We show super-convergence of optimal order 2s−2 for the s-stage Lobatto families provided the constraints are treated in a particular way which strongly relies on specific properties of the SPARK coefficients. Moreover, reversibility properties of the flow can still be preserved provided certain SPARK coefficients are symmetric. AMS subject classification: 65L05, 65L06, 65L80, 70F25, 70H45.
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