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Differential-algebraic equations: Analysis and numerical solution

โœ Scribed by Kunkel P., Mehrmann V.


Publisher
EMS
Year
2006
Tongue
English
Leaves
385
Series
EMS Textbooks in Mathematics
Category
Library

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โœฆ Synopsis


Differential-algebraic equations are a widely accepted tool for the modeling and simulation of constrained dynamical systems in numerous applications, such as mechanical multibody systems, electrical circuit simulation, chemical engineering, control theory, fluid dynamics and many others. This is the first comprehensive textbook that provides a systematic and detailed analysis of initial and boundary value problems for differential-algebraic equations. The analysis is developed from the theory of linear constant coefficient systems via linear variable coefficient systems to general nonlinear systems. Further sections on control problems, generalized inverses of differential-algebraic operators, generalized solutions, and differential equations on manifolds complement the theoretical treatment of initial value problems. Two major classes of numerical methods for differential-algebraic equations (Runge-Kutta and BDF methods) are discussed and analyzed with respect to convergence and order. A chapter is devoted to index reduction methods that allow the numerical treatment of general differential-algebraic equations. The analysis and numerical solution of boundary value problems for differential-algebraic equations is presented, including multiple shooting and collocation methods. A survey of current software packages for differential-algebraic equations completes the text. The book is addressed to graduate students and researchers in mathematics, engineering and sciences, as well as practitioners in industry. A prerequisite is a standard course on the numerical solution of ordinary differential equations. Numerous examples and exercises make the book suitable as a course textbook or for self-study. A publication of the European Mathematical Society (EMS). Distributed within the Americas by the American Mathematical Society.

โœฆ Table of Contents


Preface......Page 5
Contents......Page 7
I Analysis of differential-algebraic equations......Page 9
1 Introduction......Page 11
Solvability concepts......Page 13
Index concepts......Page 14
Applications......Page 16
How to use this book in teaching......Page 19
Canonical forms......Page 21
The Drazin inverse......Page 30
Explicit representation of solutions......Page 35
Generalized solutions......Page 40
Control problems......Page 56
Bibliographical remarks......Page 60
Exercises......Page 61
Canonical forms......Page 64
Local and global invariants......Page 88
The differentiation index......Page 103
Differential-algebraic operators and generalized inverses......Page 121
Generalized solutions......Page 140
Control problems......Page 146
Exercises......Page 155
Existence and uniqueness of solutions......Page 159
Structured problems......Page 175
Over- and underdetermined problems......Page 190
Control problems......Page 197
Differential equations on manifolds......Page 203
Exercises......Page 218
II Numerical solution of differential-algebraic equations......Page 223
5 Numerical methods for strangeness-free problems......Page 225
Preparations......Page 226
One-step methods......Page 232
Multi-step methods......Page 262
Exercises......Page 278
6 Numerical methods for index reduction......Page 281
Index reduction for linear problems......Page 282
Index reduction for nonlinear problems......Page 287
Index reduction via feedback control......Page 292
Index reduction by minimal extension......Page 294
Exercises......Page 303
7 Boundary value problems......Page 306
Existence and uniqueness of solutions......Page 307
Multiple shooting......Page 312
Collocation......Page 322
Exercises......Page 356
8 Software for the numerical solution of differential-algebraic equations......Page 360
Exercises......Page 363
Final remarks......Page 365
Bibliography......Page 367
Index......Page 381


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