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Convergence of Runge-Kutta methods for differential-algebraic systems of index 3
Journal article   Peer reviewed

Convergence of Runge-Kutta methods for differential-algebraic systems of index 3

Laurent Jay
Applied numerical mathematics, Vol.17(2), pp.97-118
1995
DOI: 10.1016/0168-9274(95)00013-K

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Abstract

This article deals with convergence results of stiffly accurate implicit Runge-Kutta methods when applied to differential-algebraic equations of index 3 in Hessenberg form. Under certain hypotheses global superconvergence is shown, proving a result conjectured by Hairer, Lubich and Roche. Numerical examples are provided which illustrate the theoretical results.
Index 3 Differential-algebraic equations Runge-Kutta methods

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