Differential-algebraic equations. A projector based analysis (Q424640): Difference between revisions

This book is devoted to the projector-based analysis and numerical treatment of differential-algebraic equations (DAEs), which is a research direction established by Roswitha März (Humboldt University, Berlin, Germany) about 30 years ago. The book collects novel research results that have been obtained by her group for the three recent decades. In general, systems of DAEs have the standard form \[ f(x'(t),x(t),t)=0, \tag{1} \] which are also called implicit systems, singular systems, and descriptor systems. DAEs began to attract significant research interest in the early 1980s and they shortly have become a widely accepted and efficient tool for the modeling and simulation of constrained dynamical systems in various applications, such as multibody mechanics, electronic network simulation, chemical process modeling, control theory, fluid dynamics and many others. In this book, the authors investigate implicit equations of the form \[ f((d(x(t),t))',x(t),t)=0, \tag{2} \] which show the derivative term involved by means of an extra function \(d\). Thus, unlike the case of (1), where the solution is supposed to be at least continuously differentiable, the solution \(x(\cdot)\) of (2) should be only a continuous function such that the superposition \(u(\cdot)=d(x(\cdot),\cdot)\) is continuously differentiable. A certain set of assumptions on the well-matched relation between the data functions \(f\) and \(d\) leads to the notions of DAEs with properly stated leading term and also to DAEs with quasi-properly leading term. In the book, DAEs of the form (2) are analysed from an analytical point of view, rather than from a geometric one. The main objective is the structural and qualitative characterization of DAEs without supposing any a priori knowledge concerning solutions and constraints. By means of certain admissible matrix function sequences and appropriately chosen admissible projector functions, the structural characterization of DAEs as well as solvability assertions follow under minimal smoothness assumptions on the data functions. This fundamentally novel approach yields a rigorous structural characterization of general DAEs in the originally given form without the use of derivative arrays and without any a priori knowledge concerning constraints and solutions. Thus, transparency and beautiful convenience are given to the treatment of DAEs. This approach leads to a rigorous definition of regularity of a DAEs, accompanied with certain characteristic values including the tractability index, which is related to the so-called regularity region of the data function \(f\). The projector-based technique also has a great potential in the extension of classical DAEs to abstract DAEs in function spaces. The book presents a rigorous and detailed analytical treatment of DAEs. In addition, some computational issues and applications are investigated. The book is divided into 4 parts. Part I describes the essence of the projector-based DAE analysis: the construction of admissible matrix function sequences associated by admissible projector functions and the notion of regularity regions. This is done for linear constant coefficient DAEs, linear DAEs with variable coefficients, and nonlinear DAEs. Part II is a self-contained investigation of index-1 DAEs. The structure and solvability analysis, numerical integration, and stability issues are given. Part III is concerned with computational aspects such as the computation of admissible matrix functions and admissible projectors, practical index calculation, consistent initialization, and numerical integration for higher index DAEs. Part IV contains some advanced topics. It continues the hierarchy presented in Part I in view of different further aspects. Analytical treatments of quasi-regular DAEs, nonregular DAEs, and abstract DAEs in function spaces are discussed. In addition, results on minimization with DAEs constraints by means of the projector-based technique are presented. Many illustrative examples and explanatory comments that complement the mathematical treatment of DAEs are also given. For sake of completeness, appendices that contain the details of technical proofs and basic material concerning linear algebra and analysis are provided. This nicely written book is an excellent textbook addressed to graduate students and researchers, who are interested in DAEs. It is also recommendable for people working on various DAE-related industrial applications.