1998
DOI: 10.1137/s0036142995296539
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On Improving the Convergence of Radau IIA Methods Applied to Index 2 DAEs

Abstract: This paper presents a simple new technique to improve the order behavior of Runge-Kutta methods when applied to index 2 differential-algebraic equations. It is then shown how this can be incorporated into a more efficient version of the code radau5 developed by E. Hairer and G. Wanner.

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Cited by 8 publications
(9 citation statements)
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“…is small enough, for example for the variables presented in Figure the AAEs are (a) 0.1489 mol/min, (b) 1.11 × 10 –4 and (c) 5.16 × 10 –3 MJ/min, these differences between the two models are explained by the precision of the discretization method. Orthogonal collocation with Radau point has an error of O ( h 2s–1 ), where s is the number of collocation points, for the algebraic variables of an index one DAE, whereas for the algebraic variables of an index two DAE, the error is O ( h s ); the precision in the differential variables is the same for index one and index two DAEs. , …”
Section: Resultsmentioning
confidence: 99%
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“…is small enough, for example for the variables presented in Figure the AAEs are (a) 0.1489 mol/min, (b) 1.11 × 10 –4 and (c) 5.16 × 10 –3 MJ/min, these differences between the two models are explained by the precision of the discretization method. Orthogonal collocation with Radau point has an error of O ( h 2s–1 ), where s is the number of collocation points, for the algebraic variables of an index one DAE, whereas for the algebraic variables of an index two DAE, the error is O ( h s ); the precision in the differential variables is the same for index one and index two DAEs. , …”
Section: Resultsmentioning
confidence: 99%
“…This type of discretization is chosen because: (1) it is widely used to solve index two problems, (2) it is a numerical method with L-stability, which means that when the integration step tends to zero the stability region tends to infinity, (3) it is capable of stabilizing high index DAE systems. The previous properties hold only if the initial conditions are consistent, otherwise the numerical method can fail at the first steps of integration. , However, the method is less accurate in the algebraic variables for index two problems. , …”
Section: Eo-nmpc Problem Formulationmentioning
confidence: 99%
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“…Orthogonal collocation with Radau point has an error of O(h 2s−1 ), where s is the number of collocation points, for the algebraic variables of an index one DAE, while for the algebraic variables of an index two DAE the error is O(h s ); the precision in the differential variables is the same for index one and index two DAEs. 28,30 Table 4 shows the size of the models after discretization using orthogonal collocation on finite elements with the parameters listed in Table 3 to solve the optimal control problem at each instant of time in the NMPC scheme. The hybrid model has fewer equations than the index one reduced DAE system because the dummy variables and equations used in the index reduction process (e.g., eq 12) are included in the mathematical programming transcription.…”
Section: Resultsmentioning
confidence: 99%
“…Finally, IRK schemes allow naturally the use of adaptative time stepping, which is used in conjunction with an error estimator that would further improve their efficiency. Finally, methods of improving the time order of convergence of the pressure could be advantageously introduced to simulate with a higher accuracy the interaction between a structure and an incompressible flow.…”
Section: Discussionmentioning
confidence: 99%