Description
Springer The Neumerical Solution Of Differential-Algebraic Systems By Runge-Kutta Methods by Springer
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.show more