Lecture Notes in Mathematics
The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods
Ernst Hairer | Christian Lubich | Michel Roche
Mathematics / Numerical Analysis
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.
| Publication Date: |
28 November 1989 |
| Publisher: |
Springer Berlin Heidelberg |
| Imprint: |
Springer |
| ISBN-13: |
9783540518600 |
| Format: |
Paperback / softback |
| Page Count: |
146 |