Projected Runge-kutta Methods for Differential Algebraic Equations of Index 3

نویسنده

  • Johannes Schropp
چکیده

In the present paper we introduce a new class of methods, Projected RungeKutta methods, for the solution of index 3 differential algebraic equations (DAEs) in Hessenberg form. The methods admit the integration of index 3 DAEs without any drift effects. This makes them particularly well suited for long term integration. Finally, implemented on the basis of the Radau5 code, the projected Runge-Kutta method admits larger step sizes for a prescribed tolerance than the corresponding classical scheme without projection.

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تاریخ انتشار 2003