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Preprint 01-2015

A numerical integration code for general linear delay differential-algebraic equations

Source file is available as :   Portable Document Format (PDF)

Author(s) : Phi Ha , Vinh Tho Ma , Volker Mehrmann

Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 01-2015

MSC 2000

65L06 Multistep, Runge-Kutta and extrapolation methods
65Q05 Difference and functional equations, recurrence relations
34K28 Numerical approximation of solutions

Abstract :
A new numerical integration code (COLDDAE) for general linear differential-algebraic equations (DDAEs) of retarded and neutral type is discussed. The implementation is based on the regularization technique introduced in [13]. In the single delay case, the code can handle noncausal systems, i.e., systems, where the solution at the current time does not only depend on the system at the past and current time, but also future time points.

Keywords : Delay differential-algebraic equation, differential-algebraic equation, delay differ- ential equations, method of steps, derivative array, classification of DDAEs.

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