The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods

by Ernst Hairer, Christian Lubich, Michel Roche

Series: Lecture Notes in Mathematics (No. 1409)

Subject categories
ISBNs
  • 9783540518600
  • 9783540468325
The term differential-algebraic equation was coined to comprise differential equations with constraints (differential equations on manifolds) and singular implicit differential equations. Such problems arise in a variety of applications, e.g. constrained mechanical systems, fluid dynamics, chemical reaction kinetics, simulation of electrical networks, and control engineering. From a more theoretical viewpoint, the study of differential-algebraic problems gives insight into the behaviour of numerical methods for stiff ordinary differential equations. These lecture notes provide a self-contained and comprehensive treatment of the numerical solution of differential-algebraic systems using Runge-Kutta methods, and also extrapolation methods. Readers are expected to have a background in the numerical treatment of ordinary differential equations. The subject is treated in its various aspects ranging from the theory through the analysis to implementation and applications.
  • Springer Berlin Heidelberg; November 2006
  • ISBN: 9783540468325
  • Read online, or download in DRM-free PDF (digitally watermarked) format
  • Title: The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods
  • Series: Lecture Notes in Mathematics (No. 1409)
  • Author: Ernst Hairer; Christian Lubich; Michel Roche
  • Imprint: Springer
Subject categories
ISBNs
  • 9783540518600
  • 9783540468325