Multirate implicit Euler schemes for a class of differential–algebraic equations of index-1

Abstract

Systems of differential equations which consist of subsystems with widely different dynamical behaviour can be integrated by multirate time integration schemes to increase the efficiency. These schemes allow the usage of inherent step sizes according to the dynamical properties of the subsystem. In this paper, we extend the multirate implicit Euler method to semi-explicit differential–algebraic equations of index-1 where the algebraic constraints only occur in the slow changing subsystem. We discuss different coupling approaches and show that consistency and convergence order 1 can be reached. Numerical experiments validate the analytical results.