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Stabilized multistep methods for index 2 Euler-Lagrange DAEs

Arévalo, Carmen LU ; Führer, Claus LU and Söderlind, Gustaf LU (1996) In BIT 36(1). p.1-13
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 order p =k + 1 can be achieved for the differential variables with order p =k for the Lagrangian multiplier fork-step difference corrected BDF methods as well as for low order k-step Adams-Moulton methods. This approach is related to the recently proposed “half-explicit” Runge-Kutta methods.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
differential algebraic equations (DAE), Euler-Lagrange equations, multistep methods, β-blocked methods, partitioned methods, compound multistep methods
in
BIT
volume
36
issue
1
pages
13 pages
publisher
Springer
external identifiers
  • scopus:0041415609
ISSN
0006-3835
DOI
10.1007/BF01740541
language
English
LU publication?
yes
id
cebee7a2-dfd2-4767-846d-def46e58b076
date added to LUP
2017-02-08 09:32:44
date last changed
2017-02-27 15:14:14
@article{cebee7a2-dfd2-4767-846d-def46e58b076,
  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 order p =k + 1 can be achieved for the differential variables with order p =k for the Lagrangian multiplier fork-step difference corrected BDF methods as well as for low order k-step Adams-Moulton methods. This approach is related to the recently proposed “half-explicit” Runge-Kutta methods.},
  author       = {Arévalo, Carmen and Führer, Claus and Söderlind, Gustaf},
  issn         = {0006-3835},
  keyword      = {differential algebraic equations (DAE),Euler-Lagrange equations,multistep methods,β-blocked methods,partitioned methods,compound multistep methods},
  language     = {eng},
  number       = {1},
  pages        = {1--13},
  publisher    = {Springer},
  series       = {BIT},
  title        = {Stabilized multistep methods for index 2 Euler-Lagrange DAEs},
  url          = {http://dx.doi.org/10.1007/BF01740541},
  volume       = {36},
  year         = {1996},
}