Integration of stiff mechanical systems by Runge-Kutta methods
Integration of stiff mechanical systems by Runge-Kutta methods
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DOI:
10.3929/ethz-a-004283507
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发表时间:
1993-11
期刊:
影响因子:
--
通讯作者:
C. Lubich
中科院分区:
文献类型:
--
作者:
C. Lubich
The numerical integration of stiff mechanical systems is studied in which a strong potential forces the motion to remain close to a manifold. The equations of motion are written as a singular singular perturbation problem with a small stiffness parameter ɛ. Smooth solutions of such systems are characterized, in distinction to highly oscillatory general solutions. Implicit Runge-Kutta methods using step sizes larger than ɛ are shown to approximate smooth solutions, and precise error estimates are derived. As ɛ → 0, Runge-Kutta solutions of the stiff system converge to Runge-Kutta solutions of the associated constrained system formulated as a differential-algebraic equation of index 3. Standard software for stiff initial-value problems does not work satisfactorily on the stiff systems considered here. The reasons for this failure are explained, and remedies are proposed.