Runge–Kutta methods for DAEs. A new approach

✍ Scribed by Inmaculada Higueras; Berta Garcı́a-Celayeta

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 140 KB
• Volume: 111
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/s0377-0427(99)00131-4

✦ Synopsis

Given a linear variable coe cient DAE, the logarithmic norm of a pencil related to the original pencil (A(t); B(t)), allows us to determine the contractivity of A(t)x(t) . When algebraically stable Runge-Kutta methods are used for DAEs, the contractivity for A n+1x n+1 is no longer maintained for all stepsize. In this paper we deÿne a new approach for Runge-Kutta methods that preserve contractivity.