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Iterative Solution of SPARK Methods Applied to DAEs
Journal article   Peer reviewed

Iterative Solution of SPARK Methods Applied to DAEs

Laurent Jay
Numerical Algorithms, Vol.31(1), pp.171-191
12/2002
DOI: 10.1023/A:1021116800010

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Abstract

In this article a broad class of systems of implicit differential–algebraic equations (DAEs) is considered, including the equations of mechanical systems with holonomic and nonholonomic constraints. Solutions to these DAEs can be approximated numerically by applying a class of super partitioned additive Runge–Kutta (SPARK) methods. Several properties of the SPARK coefficients, satisfied by the family of Lobatto IIIA-B-C-C*-D coefficients, are crucial to deal properly with the presence of constraints and algebraic variables. A main difficulty for an efficient implementation of these methods lies in the numerical solution of the resulting systems of nonlinear equations. Inexact modified Newton iterations can be used to solve these systems. Linear systems of the modified Newton method can be solved approximately with a preconditioned linear iterative method. Preconditioners can be obtained after certain transformations to the systems of nonlinear and linear equations. These transformations rely heavily on specific properties of the SPARK coefficients. A new truly parallelizable preconditioner is presented.
Numeric Computing Lobatto coefficients overdetermined DAEs Theory of Computation stiffness mechanical systems perturbation index preconditioning Algebra Algorithms nonholonomic constraints Runge–Kutta methods Computer Science Mathematics, general holonomic constraints inexact modified Newton method differential–algebraic equations

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