The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods
Author | : Ernst Hairer |
Publisher | : Springer |
Total Pages | : 146 |
Release | : 2006-11-14 |
ISBN-10 | : 9783540468325 |
ISBN-13 | : 3540468323 |
Rating | : 4/5 (323 Downloads) |
Download or read book The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods written by Ernst Hairer and published by Springer. This book was released on 2006-11-14 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.