Numerical Treatment of Second Order Differential-Algebraic Systems

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Abstract

We consider the numerical treatment of systems of second order differential-algebraic equations (DAEs). The classical approach of transforming a second order system to first order by introducing new variables can lead to difficulties such as an increase in the index or the loss of structure. We show how we can compute an equivalent strangeness-free second order system using the derivative array approach and we present Runge-Kutta methods for the direct numerical solution of second order DAEs. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

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