Specialized Runge-Kutta methods for index 2 differential-algebraic equations

Abstract

We consider the numerical solution of systems of semi-explicit index 2 2 differential-algebraic equations (DAEs) by methods based on Runge-Kutta (RK) coefficients. For nonstiffly accurate RK coefficients, such as Gauss and Radau IA coefficients, the standard application of implicit RK methods is generally not superconvergent. To reestablish superconvergence projected RK methods and partitioned RK methods have been proposed. In this paper we propose a simple alternative which does not require any extra projection step and does not use any additional internal stage. Moreover, symmetry of Gauss methods is preserved. The main idea is to replace the satisfaction of the constraints at the internal stages in the standard definition by enforcing specific linear combinations of the constraints at the numerical solution and at the internal stages to vanish. We call these methods specialized Runge-Kutta methods for index 2 2 DAEs (SRK-DAE  2 2 ).