CONVERGENCE OF RUNGE-KUTTA METHODS FOR DIFFERENTIAL-ALGEBRAIC SYSTEMS OF INDEX-3

被引:26
作者
JAY, L
机构
[1] Department of Computer Science, University of Minnesota, Minneapolis, MN 55455-0159, 4-192 EE/CS Building
关键词
DIFFERENTIAL-ALGEBRAIC EQUATIONS; INDEX; 3; RUNGE-KUTTA METHODS;
D O I
10.1016/0168-9274(95)00013-K
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article deals with convergence results of stiffly accurate implicit Runge-Kutta methods when applied to differential-algebraic equations of index 3 in Hessenberg form. Under certain hypotheses global superconvergence is shown, proving a result conjectured by Hairer, Lubich and Roche. Numerical examples are provided which illustrate the theoretical results.
引用
收藏
页码:97 / 118
页数:22
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