This book discusses the development of the Rosenbrock—Wanner methods from the origins of the idea to current research with the stable and efficient numerical solution and differential-algebraic systems of equations, still in focus. The reader gets a comprehensive insight into the classical methods as well as into the development and properties of novel W-methods, two-step and exponential Rosenbrock methods. In addition, descriptive applications from the fields of water and hydrogen network simulation and visual computing are presented.

This book contains articles presented at the 9th Workshop on Differential-Algebraic Equations held in Paderborn, Germany, from 17–20 March 2019. The workshop brought together more than 40 mathematicians and engineers from various fields, such as numerical and functional analysis, control theory, mechanics and electromagnetic field theory. The participants focussed on the theoretical and numerical treatment of “descriptor” systems, i.e., differential-algebraic equations (DAEs). The book contains 14 contributions and is organized into four parts: mathematical analysis, numerics and model order reduction, control as well as applications. It is a useful resource for applied mathematicians with interest in recent developments in the field of differential algebraic equations but also for engineers, in particular those interested in modelling of constraint mechanical systems, thermal networks or electric circuits.

The term differential-algebraic equation was coined to comprise differential equations with constraints (differential equations on manifolds) and singular implicit differential equations. Such problems arise in a variety of applications, e.g. constrained mechanical systems, fluid dynamics, chemical reaction kinetics, simulation of electrical networks, and control engineering. From a more theoretical viewpoint, the study of differential-algebraic problems gives insight into the behaviour of numerical methods for stiff ordinary differential equations. These lecture notes provide a self-contained and comprehensive treatment of the numerical solution of differential-algebraic systems using Runge-Kutta methods, and also extrapolation methods. Readers are expected to have a background in the numerical treatment of ordinary differential equations. The subject is treated in its various aspects ranging from the theory through the analysis to implementation and applications.

rd This book presents a collection of selected contributions presented at the 3 International Workshop on Scientific Computing in Electrical Engineering, SCEE-2000, which took place in Warnemiinde, Germany, from August 20 to 23, 2000. Nearly hundred scientists and engineers from thirteen countries gathered in Warnemiinde to participate in the conference. Rostock Univer sity, the oldest university in Northern Europe founded in 1419, hosted the conference. This workshop followed two earlier workshops held 1997 at the Darmstadt University of Technology and 1998 at Weierstrass Institute for Applied Anal ysis and Stochastics in Berlin under the auspices ofthe German Mathematical Society. These workshops aimed at bringing together two scientific communi ties: applied mathematicians and electrical engineers who do research in the field of scientific computing in electrical engineering. This, of course, is a wide field, which is why it was decided to concentrate on selected major topics. The workshop in Darmstadt, which was organized by Michael Giinther from the Mathematics Department and Ursula van Rienen from the Department of Electrical Engineering and Information Technology,brought together more than hundred scientists interested in numerical methods for the simulation of circuits and electromagnetic fields. This was a great success. Voices coming from the participants suggested that it was time to bring these communities together in order to get to know each other, to discuss mutual interests and to start cooperative work. A collection of selected contributions appeared in 'Surveys on Mathematics for Industry', Vol.8, No. 3-4 and Vol.9, No.2, 1999.

The European Consortium for Mathematics in Industry (ECMI) was founded, largely due to the driving energy of Michiel Hazewinkel on the 14th April, 1986 in Neustadt-Mussbach in West Germany. The founder signatories were A. Bensoussan (INRIA, Paris), A. Fasano (University of Florence), M. Hazewinkel (CWI, Amsterdam), M. Heilio (Lappeenranta University, Finland), F. Hodnett (University of Limerick, Ireland), H. Martens (Norwegian Institute of Technology, Trondheim), S. McKee (University of Strathclyde, Scotland), H. NeURzert (University of Kaiserslautern, Germany), D. Sundstrom (The Swedish Institute of Applied Mathematics, Stockholm), A. Tayler (University of Oxford, England) and Hj. Wacker (University of Linz, Austria). The European Consortium for Mathematics in Industry is dedicated to: (a) promote the use of mathematical models in Industry (b) educate industrial mathematicians to meet the growing demand for such experts (c) operate on a European scale. ECMI is still a young organisation but its membership is growing fast. Although it has still to persuade more industrialists to join, ECMI certainly operates on a European scale and a flourishing postgraduate programme with student exchange has been underway for some time. It is perhaps fitting that the first open meeting of ECMI was held at the University of Strathclyde in Glasgow. Glasgow is and was the industrial capital of Scotland and was, and arguably still is, Britain's second city after London; when this volume appears it will have rightly donned the mantle of the cultural capital of Europe.

Efficient transfer between science and society is crucial for their future development. The rapid progress of information technology and computer systems offers a large potential and new perspectives for solving complex problems. Mathematical modelling and simulation have become important tools not only in scientific investigations but also in analysing, planning and controlling technological and economic processes. Mathematics, imbedded in an interdisciplinary concept, has become a key technology. The book covers the results of a variety of major projects in industrial mathematics following an initiative of the German Federal Ministry of Education and Research. All projects are collaborations of industrial companies and university-based researchers, and range from automotive industry to computer technology and medical visualisation. In general, the projects presented in this volume prove that new mathematical ideas and methods can be decisive for the solution of industrial and economic problems.

Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.

The intention of this textbook is to provide both, the theoretical and computational tools that are necessary to investigate and to solve optimal control problems with ordinary differential equations and differential-algebraic equations. An emphasis is placed on the interplay between the continuous optimal control problem, which typically is defined and analyzed in a Banach space setting, and discrete optimal control problems, which are obtained by discretization and lead to finite dimensional optimization problems. The book addresses primarily master and PhD students as well as researchers in applied mathematics, but also engineers or scientists with a good background in mathematics and interest in optimal control. The theoretical parts of the book require some knowledge of functional analysis, the numerically oriented parts require knowledge from linear algebra and numerical analysis. Examples are provided for illustration purposes.

Numerical Methods for Unsteady Compressible Flow Problems is written to give both mathematicians and engineers an overview of the state of the art in the field, as well as of new developments. The focus is on methods for the compressible Navier-Stokes equations, the solutions of which can exhibit shocks, boundary layers and turbulence. The idea of the text is to explain the important ideas to the reader, while giving enough detail and pointers to literature to facilitate implementation of methods and application of concepts. The book covers high order methods in space, such as Discontinuous Galerkin methods, and high order methods in time, in particular implicit ones. A large part of the text is reserved to discuss iterative methods for the arising large nonlinear and linear equation systems. Ample space is given to both state-of-the-art multigrid and preconditioned Newton-Krylov schemes. Features Applications to aerospace, high-speed vehicles, heat transfer, and more besides Suitable as a textbook for graduate-level courses in CFD, or as a reference for practitioners in the field

"Whatever regrets may be, we have done our best." (Sir Ernest Shackleton, turning back on 9 January 1909 at 88°23' South.) Brahms struggled for 20 years to write his first symphony. Compared to this, the 10 years we have been working on these two volumes may even appear short. This second volume treats stiff differential equations and differential alge braic equations. It contains three chapters: Chapter IV on one-step (Runge Kutta) methods for stiff problems, Chapter Von multistep methods for stiff problems, and Chapter VI on singular perturbation and differential-algebraic equations. Each chapter is divided into sections. Usually the first sections of a chapter are of an introductory nature, explain numerical phenomena and exhibit numerical results. Investigations of a more theoretieal nature are presented in the later sections of each chapter. As in Volume I, the formulas, theorems, tables and figures are numbered consecutively in each section and indicate, in addition, the section num ber. In cross references to other chapters the (latin) chapter number is put first. References to the bibliography are again by "author" plus "year" in parentheses. The bibliography again contains only those papers which are discussed in the text and is in no way meant to be complete.