Numerical Solution of Differential-Algebraic Equations

Abstract

Abstract Many physical systems are naturally described as systems of differential-algebraic equations (DAEs). These types of systems occur in the modeling of electrical networks, flow of incompressible fluids, control, mechanical systems subject to constraints, and in many other applications. This class of problems includes systems which are in many ways quite different from ODEs. In these notes we outline some of the theory and available software for the numerical solution of DAE systems, and explore some challenging applications.