Convergence of Runge-Kutta Methods Applied to Linear Partial Differential-Algebraic Equations

Kristian Debrabant, Karl Strehmel

We apply Runge-Kutta methods to linear partial differential-algebraic equations of the form $A{u}_t(t,x)+B(u_{xx}(t,x)+r{u}_x(t,x))+Cu(t,x)=f(t,x)$, where $A,B,C\in {\mathbb{R}}^{n,n}$ and th…