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

  • 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.

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Document Type:Article
Parent Title (English):Numer. Math. (Numerische Mathematik)
First Page:545
Last Page:563
Publication year:1989
Dewey Decimal Classification (DDC):5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Entry in this database:2015/05/29