TY - JOUR

T1 - Differential elimination-completion algorithms for DAE and PDAE

AU - Reid, Gregory J.

AU - Lin, Ping

AU - Wittkopf, Allan D.

N1 - dc.publisher: Wiley-Blackwell

PY - 2001

Y1 - 2001

N2 - Differential–algebraic equations (DAE) and partial differential–algebraic equations (PDAE) are systems of ordinary equations and PDAEs with constraints. They occur frequently in such applications as constrained multibody mechanics, spacecraft control, and incompressible fluid dynamics. A DAE has differential index r if a minimum of r+1 differentiations of it are required before no new constraints are obtained. Although DAE of low differential index (0 or 1) are generally easier to solve numerically, higher index DAE present severe difficulties. Reich et al. have presented a geometric theory and an algorithm for reducing DAE of high differential index to DAE of low differential index. Rabier and Rheinboldt also provided an existence and uniqueness theorem for DAE of low differential index. We show that for analytic autonomous first-order DAE, this algorithm is equivalent to the Cartan–Kuranishi algorithm for completing a system of differential equations to involutive form. The Cartan–Kuranishi algorithm has the advantage that it also applies to PDAE and delivers an existence and uniqueness theorem for systems in involutive form. We present an effective algorithm for computing the differential index of polynomially nonlinear DAE. A framework for the algorithmic analysis of perturbed systems of PDAE is introduced and related to the perturbation index of DAE. Examples including singular solutions, the Pendulum, and the Navier–Stokes equations are given. Discussion of computer algebra implementations is also provided.

AB - Differential–algebraic equations (DAE) and partial differential–algebraic equations (PDAE) are systems of ordinary equations and PDAEs with constraints. They occur frequently in such applications as constrained multibody mechanics, spacecraft control, and incompressible fluid dynamics. A DAE has differential index r if a minimum of r+1 differentiations of it are required before no new constraints are obtained. Although DAE of low differential index (0 or 1) are generally easier to solve numerically, higher index DAE present severe difficulties. Reich et al. have presented a geometric theory and an algorithm for reducing DAE of high differential index to DAE of low differential index. Rabier and Rheinboldt also provided an existence and uniqueness theorem for DAE of low differential index. We show that for analytic autonomous first-order DAE, this algorithm is equivalent to the Cartan–Kuranishi algorithm for completing a system of differential equations to involutive form. The Cartan–Kuranishi algorithm has the advantage that it also applies to PDAE and delivers an existence and uniqueness theorem for systems in involutive form. We present an effective algorithm for computing the differential index of polynomially nonlinear DAE. A framework for the algorithmic analysis of perturbed systems of PDAE is introduced and related to the perturbation index of DAE. Examples including singular solutions, the Pendulum, and the Navier–Stokes equations are given. Discussion of computer algebra implementations is also provided.

U2 - 10.1111/1467-9590.00159

DO - 10.1111/1467-9590.00159

M3 - Article

VL - 106

SP - 1

EP - 45

JO - Studies in Applied Mathematics

JF - Studies in Applied Mathematics

SN - 0022-2526

IS - 1

ER -