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

von Ernst Hairer, Christian Lubich, Michel Roche

146 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783540518600
• Sprache: Englisch
• Erscheinungsdatum: 28.11.1989
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Berlin