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, Volume 43, Issue 4, pp 325–342 | Cite as

Rosenbrock methods for differential-algebraic systems with solution-dependent singular matrix multiplying the derivative

  • Ch. Lubich
  • M. Roche
Article

Abstract

We study convergence and order conditions of Rosenbrock type methods applied to differential-algebraic systems of the formB(y)y′=a(y), with singular matrixB. An embedded pair of methods of order 3(2) is constructed.

AMS Subject Classifications

65L05 CR: 5.17 

Key words

Rosenbrock methods differential-algebraic systems singular systems of differential equations 

Rosenbrock-Verfahren für differentiell-algebraische Systeme mit lösungsabhängigem, singulärem Faktor der Ableitung

Zusammenfassung

Wir studieren Konvergenz und Ordnungsbedingungen von Rosenbrock-Verfahren bei deren Anwendung auf differentiell-algebraische Systeme der FormB(y)y′=a(y) mit singulärer MatrixB und konstruieren ein Paar von eingebetteten Verfahren der Ordnungen 3(2).

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Copyright information

© Springer-Verlag 1990

Authors and Affiliations

  • Ch. Lubich
    • 1
  • M. Roche
    • 2
  1. 1.Inst. f. Mathematik u. GeometrieUniversität InnsbruckInnsbruckAustria
  2. 2.Dept. de mathématiquesUniversité de GenèveGenève 24Switzerland

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