Automatic integration of Euler-Lagrange equations with constraints
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Numerical difficulties in the integration of some differential-algebraic equations, typically the Euler-Lagrange equations with constraints are discussed. After the introduction of the global index for such equations, a technique for reducing their index from three to two is given and it is shown that variable-order variable-step BDF methods converge for these index two problems. Careful consideration for the error is required because of the implicitness of the algebraic variables. Then, it is possible to organize the calculation so that only the algebraic variables are handled implicitly, while the differential variables are handled with a conventional predictor-corrector iteration of BDF.
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