Stabilized multistep methods for index 2 Euler-Lagrange DAEs

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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.
Original languageEnglish
Pages (from-to)1-13
Number of pages13
JournalBIT
Volume36
Issue number1
DOIs
Publication statusPublished - 1996

Subject classification (UKÄ)

  • Computational Mathematics

Keywords

  • differential algebraic equations (DAE)
  • Euler-Lagrange equations
  • multistep methods
  • β-blocked methods
  • partitioned methods
  • compound multistep methods

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