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The Computable Differential Equation Lecture ... - Bruce E. Shapiro

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192 CHAPTER 9. DIFFERENTIAL ALGEBRAIC EQUATIONS<br />

Example 9.5. <strong>The</strong> IRK method<br />

(3 + √ 3)/6<br />

(3 − √ 3)/6<br />

(3 + √ 3)/6<br />

−( √ 3)/3<br />

0<br />

(3 + √ 3)/6<br />

1/2 1/2<br />

(9.239)<br />

has<br />

hence it is stable, and<br />

5 = 1 + √ 3<br />

2 + √ 3<br />

hence the overall order of the method is k c = 2.<br />

(9.240)<br />

k d = 3, k a = 1 (9.241)<br />

For a full discussion of Runge-Kutta methods applied to higher index and nonlinear<br />

problems the student is referred to [5].<br />

Math 582B, Spring 2007<br />

California State University Northridge<br />

c○2007, B.E.<strong>Shapiro</strong><br />

Last revised: May 23, 2007

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