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
- Author: Ernst Hairer; Christian Lubich; Michel Roche