Numerical Treatment for Differential • Algebraic Equations .)

Abstract

Differential algebraic equations (DAEs) arise naturally in many applications, but with numerical and analytical difficulties, which do not occur with ordinary differential equations (ODEs). The numerical solution of these types of systems has been the subject of intense research activity in the past few years. A great deal of progress has been made in the understanding of the mathematical structure of DAE's, the analysis of numerical methods applied to DAE systems, the development of robust and efficient mathematical software implementing the numerical methods, and the formulation and solution of DAE systems ansmg from problems in science and engineering. Many of the results of this research effort are scattered throughout the literature (Ascher and Petzold(l998), Brenan et a1.(1996),Griepentrog and Marz(l986)).