Runge-Kutta methods applied to fully implicit differential-algebraic equations of index 1
- 1 April 1990
- journal article
- Published by American Mathematical Society (AMS) in Mathematics of Computation
- Vol. 54 (190) , 583-625
- https://doi.org/10.1090/s0025-5718-1990-1010600-8
Abstract
In this paper we study the order of Runge-Kutta methods applied to differential-algebraic equations of index one. We derive general order conditions for the local order k L {k_L} , and give a convergence result, which shows that the order k G {k_G} of the global error satisfies k G ≥ k L − 1 {k_G} \geq {k_L} - 1 . We also describe some numerical experiments, which are in agreement with our results.Keywords
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