The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods (Lecture Notes in Mathematics) - Softcover

Hairer, Ernst; Lubich, Christian; Roche, Michel

Softcover

ISBN 10: 0387518606 ISBN 13: 9780387518602

Publisher: Springer Verlag, 1989

Synopsis

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.

Edition details

• Publisher: Springer Verlag
• Publication date: 1989
• Language: English
• ISBN 10: 0387518606
• ISBN 13: 9780387518602
• Binding: Paperback