Overview
- Authors:
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Ernst Hairer
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Michel Roche
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Christian Lubich
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Table of contents (9 chapters)
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 1-13
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 14-22
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 23-29
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 30-54
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 55-70
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 71-91
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 92-98
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 99-105
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- Ernst Hairer, Michel Roche, Christian Lubich
Pages 106-123
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Back Matter
Pages 124-139
About this book
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.