Jacobian reuse in explicit integrators for higher index DAEs (Q1375435)

The numerical solution of unstructured high index differential-algebraic equations (DAEs) is considered. It is proposed to solve by an explicit multistep method a so-called ``completion'', which is an ordinary differential equation whose solutions include those of the original DAE. The authors investigate the possibility of reusing the Jacobian in the computation of the completion by Gauss-Newton techniques. This leads to the consideration of discontinuous vector fields. Their numerical integration is investigated, the theoretical results are illustrated at several examples, and comparisons with the code RADAU5 are presented.