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Characterizing differential algebraic equations without the use of derivative arrays
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    Characterizing differential algebraic equations without the use of derivative arrays (English)
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    16 February 2006
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    For differential algebraic equations (DAEs), several index concepts exist to classify the discrepancy between a specific system of DAEs and ordinary differential equations of general type. The author has introduced the tractability index for linear DAEs with properly stated leading terms in a previous work [\textit{R. März}, Result. Math. 42, No. 3-4, 308-338 (2002; Zbl 1047.34005)]. In the paper at hand, this concept is generalised to a broad class of nonlinear DAEs with properly stated leading terms. The tractability index is based on a matrix function sequence, which arises by a projector technique. In comparison to the differential index, this index determination does not involve higher derivatives of the coefficient functions in the DAE. Thus an index classification is feasible also for nonsmooth data, which is often given in application problems. Based on the previous work, the author investigates the tractability index of linear DAEs with respect to the corresponding projections. Moreover, it is straightforward to define the tractability index 1 property for the considered nonlinear class of DAEs such that each linearisation of the system exhibits the tractability index 1 in the arising linear problem. Further investigations of the nonlinear problem identify the conditions, which are sufficient to obtain the same tractability index (of possibly higher order) in all linearisation of the nonlinear system. Consequently, the author defines the general tractability index for the nonlinear class via these properties. The rank of certain matrix functions is crucial in this discussion. A change of the rank at certain points indicates singularities or bifurcations in the underlying system of DAEs. The presented strategy makes an index monitor during a numerical simulation of the DAE problem available. In the paper, the important results are given as theorems and the corresponding proofs are included. Furthermore, the author presents illustrative examples for systems of DAEs, where the projection techniques are applied. The investigations are performed on an abstract level. A discussion of specific application problems is not within the scope of the paper. The presented work provides a sophisticated analysis of the structure within a broad class of nonlinear DAE problems.
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    tractability index
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    linearisation
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    projector technique
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    index monitoring
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    numerical examples
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    singularities
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    bifurcations
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