Inhalt des Dokuments
Preprint 16-2011
Efficient integration of matrix-valued non-stiff DAEs by half-explicit methods
Author(s) :
Vu Hoang Linh
,
Volker Mehrmann
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 16-2011
MSC 2000
- 65L07 Numerical investigation of stability of solutions
-
65L80 Methods for differential-algebraic equations
Abstract :
Numerical integration methods for nonlinear differential-algebraic equations (DAEs) in strangeness-free form are studied. In particular, half-explicit methods based on popular explicit methods like one-leg methods, linear multi-step methods, and Runge-Kutta methods are proposed and analyzed. Compared with well-known implicit methods for DAEs, these half-explicit methods demonstrate their efficiency
particularly for a special class of semi-linear matrix DAEs which
arise in the numerical computation of spectral intervals for DAEs.
Numerical experiments illustrate the theoretical results.
Keywords :
differential-algebraic equation, strangeness index, half-explicit methods, one-leg methods, linear multi-step methods, Runge-Kutta methods, spectral intervals.