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.

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.
6 Issues per year
IMPACT FACTOR 2011: 0.282
5-year IMPACT FACTOR: 0.285
Mathematical Citation Quotient 2011: 0.07
Issues
Volume 28 (2013)
Volume 27 (2012)
Volume 26 (2011)
Volume 25 (2010)
Volume 24 (2009)
Volume 23 (2008)
Volume 22 (2007)
Volume 21 (2006)
Volume 20 (2005)
Volume 19 (2004)
Volume 18 (2003)
Volume 15 (2000)
Volume 14 (1999)
Volume 13 (1998)
Volume 12 (1997)
Volume 11 (1996)
Volume 10 (1995)
Volume 9 (1994)
Volume 8 (1993)
Volume 7 (1992)
Volume 6 (1991)
Volume 5 (1990)
Volume 4 (1989)
Volume 3 (1988)
Volume 2 (1987)
Most Downloaded Articles
- Comparison of two- and three-dimensional steady flows of a homogeneous viscous incompressible fluid by Balaganskii, M. Yu./ Zakharov, Yu. N. and Shokin, Yu. I.
- Parametrization in mathematical models of diseases by USMANOV, R. N. and ZUEV, S. M.
- Some properties of the control operator in the problem of data assimilation and iterative algorithms by SHUTYAEV, V. P.
- Numerical simulation and analysis of the sensitivity of large-scale ocean dynamics by ZALESNY, V. B.
- On a family of two-level preconditionings of the incomplete block factorization type by KOLOTILINA, L. Yu. and YEREMIN, A. Yu.
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:


















Comments (0)