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The application of Rosenbrock-Wanner type methods with stepsize control in differential-algebraic equations

  • University of Geneva
  • University of Kaiserslautern

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

Abstract

Two Rosenbrock-Wanner type methods for the numerical treatment of differential-algebraic equations are presented. Both methods possess a stepsize control and an index-1 monitor. The first method DAE34 is of order (3)4 and uses a full semi-implicit Rosenbrock-Wanner scheme. The second method RKF4DA is derived from the Runge-Kutta-Fehlberg 4(5)-pair, where a semi-implicit Rosenbrock-Wanner method is embedded, in order to solve the nonlinear equations. The performance of both methods is discussed in artificial test problems and in technical applications.

Original languageEnglish
Pages (from-to)545-563
Number of pages19
JournalNumerische Mathematik
Volume55
Issue number5
DOIs
StatePublished - Sep 1989

Keywords

  • Subject Classifications: AMS(MOS): 65L05, CR: G1.7

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