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Linearly implicit extrapolation methods for differential-algebraic systems

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Summary

We consider the numerical solution of implicit differential equations in which the solution derivative appears multiplied by a solution-dependent singular matrix. We study extrapolation methods based on two linearly implicit Euler discretizations. Their error behaviour is explained by perturbed asymptotic expansions.

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  1. Institut für Mathematik und Geometrie, Universität Innsbruck, Technikerstrasse 13, A-6020, Innsbruck, Austria

    C. Lubich

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  1. C. Lubich
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Lubich, C. Linearly implicit extrapolation methods for differential-algebraic systems. Numer. Math. 55, 197–211 (1989). https://doi.org/10.1007/BF01406514

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