Abstract
We consider multistep discretizations, stabilized by β-blocking, for Euler-Lagrange DAEs of index 2. Thus we may use “nonstiff” multistep methods with an appropriate stabilizing difference correction applied to the Lagrangian multiplier term. We show that orderp =k + 1 can be achieved for the differential variables with orderp =k for the Lagrangian multiplier fork-step difference corrected BDF methods as well as for low orderk-step Adams-Moulton methods. This approach is related to the recently proposed “half-explicit” Runge-Kutta methods.
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Arévalo, C., Führer, C. & Söderlind, G. Stabilized multistep methods for index 2 Euler-Lagrange DAEs. Bit Numer Math 36, 1–13 (1996). https://doi.org/10.1007/BF01740541
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DOI: https://doi.org/10.1007/BF01740541