Half-explicit Runge-Kutta methods for semi-explicit differential-algebraic equations of index 1

Abstract

For the numerical solution of non-stiff semi-explicit differentialalgebraic equations (DAEs) of index 1 half-explicit Runge-Kutta methods (HERK) are considered that combine an explicit Runge-Kutta method for the differential part with a simplified Newton method for the (approximate) solution of the algebraic part of the DAE. Two principles for the choice of the initial guesses and the number of Newton steps at each stage are given that allow to construct HERK of the same order as the underlying explicit Runge-Kutta method. Numerical tests illustrate the efficiency of these methods.