Differential-Algebraic Equations (DAEs) and numerical methods (slide).pdfVIP

Differential-Algebraic Equations (DAEs) and numerical methods by Sirui Tan Definition of DAEs ′ F (t, y , y ) = 0, where y: R → Rm is the solution, F : R ×Rm ×Rm → Rm is a given function. ∂ F ′ nonsingular ⇒ explicit ODE ∂ y y′ = f (t, y). semi-explicit DAE (or ODE with constraints) x′ = f (t, x, z), (differential equation)