Differential algebraic equations with properly stated leading terms (Q1767931)

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Differential algebraic equations with properly stated leading terms
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    Differential algebraic equations with properly stated leading terms (English)
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    8 March 2005
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    At first, the article deals with index-1 differential algebraic equations (DAEs) of the form \[ A(x(t),t)(D(t)x(t))'+b(x(t),t) = 0,\tag{1} \] where \(A: D_0\times I_0\subseteq \mathbb R^m\times \mathbb R\to L(\mathbb R^n\times \mathbb R^m)\), \(b: D_0\times I_0\to \mathbb R^m\) are continuous with continuous partial derivatives \(A_x'\), \(b_x'\), and \(D:I_0\to L(\mathbb R^m,\mathbb R^n)\) is continuous. A function \(x(\cdot): I_x\to \mathbb R^m\) is said to be a solution of (1) in the interval \(I_x\subseteq I_0\) if it belongs to the function space \[ C^1_D(I_x,\mathbb R^m):=\{x(\cdot)\in C(U_x,\mathbb R^n),(Dx)(\cdot)\in C^1(I_x,\mathbb R^n)\} \] and (1) is satisfied for all \(t\in I_x\). The DAE (1) has a properly formulated leading term if \(\text{Ker}\,A(x,t)\otimes \text{Im\,}D(t)= \mathbb R^n\) for all \(x\in D_0\), \(t\in I_0\), and if there is a projector function \(R\in C^1(I_0,L(\mathbb R^n))\) such that \(R^2(t)=R(t)\), \(\text{Im\,}R(t)=\text{Im\,}D(t)\), \(\text{Ker\,}R(t)= \text{Ker\,}A(x,t)\) for all \(t\in I_0\), \(x\in D_0\). In this case, the matrix functions \(A(x,t)\) and \(D(t)\) are said to be well matched. Throughout the paper it is assumed that the DAEs (1) to be properly formulated in the sense that the matrices defining its leading term are well matched. After analyzing those index-1 equations themselves, Runge-Kutta methods and BDFs are applied, the stability inequalities are provided, and the convergence is shown. The results obtained for (1) are extended to the general index\(-1\) equation of the form \[ A(x(t),t)(d(x(t),t))'+ b(x(t),t) =0,\tag{2} \] where \(d: D_0\times I_0\to \mathbb R^n\) is an additional possibly nonlinear continuous function that has a continuous partial derivative \(d_x'(x,t)=:D(x,t)\).
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    differential algebraic equation
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    Runge-Kutta methods
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    backward differentiation formulas
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