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Non-stiff integrators for differential–algebraic systems of index 2

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Abstract

Non-stiff differential-algebraic equations (DAEs) can be solved efficiently by partitioned methods that combine well-known non-stiff integrators from ODE theory with an implicit method to handle the algebraic part of the system. In the present paper we consider partitioned one-step and partitioned multi-step methods for index-2 DAEs in Hessenberg form and the application of these methods to constrained mechanical systems. The methods are presented from a unified point of view. The comparison of various classes of methods is completed by numerical tests for benchmark problems from the literature.

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Arnold, M., Murua, A. Non-stiff integrators for differential–algebraic systems of index 2. Numerical Algorithms 19, 25–41 (1998). https://doi.org/10.1023/A:1019123010801

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