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Publication Date:
December 2004
ISSN:
1569-3988
DOI:
10.1515/1569398042568752

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Editor-in-Chief: Marchuk, Guri I.

Managing Editor: Kuznetsov, Yuri

Editorial Board Member: Agoshkov, Valeri I. / Dymnikov, Valentin P. / Kobelkov, Georgy M. / Mikhailov, Gennady A. / Repin, Sergey I. / Shaidurov, Vladimir V. / Shokin, Yuri I. / Tyrtyshnikov, Eugene E. / Vassilevski, Yuri V.

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One–step methods and implicit extrapolation technique for index 1 differential–algebraic systems

G. Yu. Kulikov

School of Computational and Applied Mathematics, Wits University, Private Bag 3, Wits 2050, Johannesburg, South Africa

Citation Information: Russian Journal of Numerical Analysis and Mathematical Modelling rnam. Volume 19, Issue 6, Pages 527–553, ISSN (Online) 1569-3988, ISSN (Print) 0927-6467, DOI: 10.1515/1569398042568752,

Publication History:
Published Online:

In this paper we first formulate and prove a number of theorems concerning the convergence of combined numerical one-step methods for index 1 differential-algebraic systems. Then, we use these results to justify an implicit extrapolation technique and show their practical importance. Second, we give a theory of adjoint and symmetric one-step methods for differential-algebraic equations and we also determine symmetric methods among Runge–Kutta formulae. We prove that algebraically stable symmetric Runge–Kutta formulae are symplectic and they have a structure which is in some sense similar to the structure of Gauss methods. Finally, we come to the concept of quadratic extrapolation for index 1 differential-algebraic systems and develop an advanced version of the localglobal step size control based on the extrapolation technique. Numerical tests support the theoretical results of the paper.

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