Abstract
The ODE solver HBT(12)5 of order 12 (T. Nguyen-Ba, H. Hao, H. Yagoub, R. Vaillancourt, One-step 5-stage Hermite–Birkho–Taylor ODE solver of order 12, Appl. Math. Comput. 211 (2009) 313–328. doi:10.1016/j.amc.2009.01.043), which combines a Taylor series method of order 9 with a Runge–Kutta method of order 4, is expanded into the DAE solver HBT(12)5DAE of order 12. Dormand–Prince’s DP(8, 7)13M is also expanded into the DAE solver DP(8, 7)DAE. Pryce structural pre-analysis, extended ODEs and ODE first-order forms are adapted to these DAE solvers with a stepsize control based on local error estimators and a modified Pryce algorithm to advance integration. HBT(12)5DAE uses only the first nine derivatives of the unknown variables as opposed to the first 12 derivatives used by the Taylor series method T12DAE of order 12. Numerical results show the advantage of HBT(12)5DAE over T12DAE, DP(8, 7)DAE and other known DAE solvers.
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