Abstract
In this paper, we consider the extension of three classical ODE estimation techniques (Richardson extrapolation, Zadunaisky's technique and solving for the correction) to DAEs. Their convergence analysis is carried out for semi-explicit index-1 DAEs solved by a wide set of Runge-Kutta methods. Experimentation of the estimation techniques with RADAU5 is also presented: their behaviour for index-1 and -2 problems, and for variable step size integration is investigated.
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Jeannerod, C., Visconti, J. Global error estimation for index-1 and -2 DAEs. Numerical Algorithms 19, 111–125 (1998). https://doi.org/10.1023/A:1019110608075
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DOI: https://doi.org/10.1023/A:1019110608075