Efficient Runge-Kutta integrators for index-2 differential algebraic equations

Abstract

In seeking suitable Runge-Kutta methods for differential algebraic equations, we consider singly-implicit methods to which are appended diagonally-implicit stages. Methods of this type are either similar to those of Butcher and Cash  or else allow for the importation of a final derivative from a previous step. For these two classes, with up to three additional diagonally-implicit stages, we derive methods that satisfy appropriate order conditions for index-2 DAEs.