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Starting approximations for implicit Runge-Kutta methods applied to ordinary differential equations and differential-algebraic equations
Dissertation   Open access

Starting approximations for implicit Runge-Kutta methods applied to ordinary differential equations and differential-algebraic equations

Quentin Chediak
University of Iowa
Doctor of Philosophy (PhD), University of Iowa
Spring 2026
DOI: 10.25820/etd.008331
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Abstract

Implicit Runge-Kutta (IRK) methods are a popular classes of numerical methods used to solve ordinary differential equations (ODEs) and differential-algebraic equations (DAEs). These methods require the solution of a nonlinear system of equations, which generally is solved by an iterative method such as Newton's method or a Newton-type method. Finding the solution of this nonlinear system constitutes the majority of the computational work in each step, so a reduction in this work can greatly decrease the overall computational effort. One way to achieve such a reduction is to choose an initial guess (a starting approximation) which is close to the true root of the nonlinear system. Finding such a starting approximation from already computed quantities is the topic of this thesis. Specifically, we focus on initial value problems involving either partitioned ODEs or semi-explicit index 3 DAEs in Hessenberg form. DAEs of this kind are particularly suited to modeling constrained Hamiltonian systems in mechanics. Frequent use of the reverse method and Butcher trees are used in the analytical work. The two principal classes of methods with which we are concerned are methods of class L (such as Lobatto IIIA-IIIB) and projected Lobatto IIIC. We prove results concerning the order conditions and bounds of the attainable order of starting approximations for PRK methods applied to partitioned ODEs and index 3 DAEs. Results about what trees of DAT3 can be reduced to bushy trees are proven, which use a formal definition of tree reduction. Some conjectures about projected Radau IIA are made. Numerical experiments support both the analytical results and the conjectures.
Butcher trees Constrained Hamiltonian systems Differential-Algebraic equations Implicit Runge-Kutta methods Ordinary differential equations Starting approximations

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