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Diagnosis of singular points of structured DAEs using automatic differentiation. (English) Zbl 1322.65082

Summary: At a singular point of a differential-algebraic equation (DAE), the initial value problem (IVP) fails to have a unique solution. Hence, numerical integration methods cannot provide reasonable results. Unfortunately, common error control strategies do not always detect these circumstances and arbitrary solutions may be given to the user without warnings of any kind.{ }Automatic (or algorithmic) differentiation (AD) opens new possibilities to realize an analysis of DAEs and to monitor assumptions required for the existence and uniqueness of IVPs. We show how the diagnosis of singular points can be performed for structured quasi-linear DAEs up to index 2. Our approach uses the projector based analysis for DAEs employing AD. The resulting method is illustrated by several examples, with particular emphasis on simple electrical circuits containing controlled sources.

MSC:

65L80 Numerical methods for differential-algebraic equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
34A09 Implicit ordinary differential equations, differential-algebraic equations

Software:

INTLAB; deTestSet
Full Text: DOI

References:

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