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Méthodes du type Runge-Kutta pour des équations différentielles algébriques d'index 3 avec des applications aux systèmes Hamiltoniens

Other titleRunge-Kutta Type Methods for Index Three Differential-Algebraic Equations with Applications to Hamiltonian Systems
ContributorsJay, Laurent
Number of pages168
Imprimatur date1994-01-24
Abstract

The term differential-algebraic equations (DAE's) comprises all systems of equations of the form R(y', y, x) = 0 where [the derivative of R with respect to y'] is not of full rank. The formulation of numerous problems and the modelling of many physical systems lead in a natural way to such equations.

This thesis deals more specifically with a class of DAE's, called semi-explicit index 3 DAE's in Hessenberg form, whose various application domains are given by mechanical and Hamiltonian systems with constraints, molecular dynamics, optimal control problems, and robotics. The properties of numerical methods of Runge-Kutta type are studied. We largely make use of tree-structures which appear in the Taylor-expansion of the exact and numerical solutions.

A main result of this thesis is a demonstration of a conjecture related to the superconvergence of stiffiy accurate Runge-Kutta methods. Also interesting is the discovery of a class of partitioned Runge-Kutta methods which, when applied to Hamiltonian systems with constraints, allow to preserve the constraints and the symplectic structure of the flow.

Citation (ISO format)
JAY, Laurent. Méthodes du type Runge-Kutta pour des équations différentielles algébriques d’index 3 avec des applications aux systèmes Hamiltoniens. Thèse, 1994. doi: 10.13097/archive-ouverte/unige:192214
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