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The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods, PDF eBook

The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods PDF

Part of the Lecture Notes in Mathematics series

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Description

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.

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