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Numerical Solution of Semi-explicit Systems of Second Order Differential-Algebraic Equations

Wunderlich, Lena

Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin

Second order systems of differential-algebraic equations arise naturally in many industrial applications. The classical approach of transforming a second order system into a first order system and then discretizing the first order system may lead to certain numerical difficulties. Therefore, a direct discretization and numerical solution of the second order system is preferred. We study BDF methods, Runge-Kutta methods and general linear methods for the numerical solution of second order differential-algebraic systems in semi-explicit form and demonstrate their behavior with numerical examples.