A New Software Package for Linear Differential-Algebraic Equations

We describe the new software package GELDA for the numerical solution of linear differential-algebraic equations with variable coefficients. The implementation is based on the new discretization scheme introduced in [P. Kunkel and V. Mehrmann, SIAM J. Numer. Anal., 33 (1996), pp. 1941--1961]. It can...

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Published in:SIAM journal on scientific computing Vol. 18; no. 1; pp. 115 - 138
Main Authors: Kunkel, Peter, Mehrmann, Volker, Rath, Werner, Weickert, Jörg
Format: Journal Article
Language:English
Published: Philadelphia Society for Industrial and Applied Mathematics 01.01.1997
Subjects:
Algebra
Software packages
ISSN:1064-8275, 1095-7197
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Abstract We describe the new software package GELDA for the numerical solution of linear differential-algebraic equations with variable coefficients. The implementation is based on the new discretization scheme introduced in [P. Kunkel and V. Mehrmann, SIAM J. Numer. Anal., 33 (1996), pp. 1941--1961]. It can deal with systems of arbitrary index and with systems that do not have unique solutions or inconsistencies in the initial values or the inhomogeneity. The package includes a computation of all the local invariants of the system, a regularization procedure, and an index reduction scheme, and it can be combined with every solution method for standard index-1 systems. Nonuniqueness and inconsistencies are treated in a least square sense. We give a brief survey of the theoretical analysis of linear differential-algebraic equations with variable coefficients and discuss the algorithms used in GELDA. Furthermore, we include a series of numerical examples as well as comparisons with results from other codes, as far as this is possible.
AbstractList We describe the new software package GELDA for the numerical solution of linear differential-algebraic equations with variable coefficients. The implementation is based on the new discretization scheme introduced in [P. Kunkel and V. Mehrmann, SIAM J. Numer. Anal., 33 (1996), pp. 1941--1961]. It can deal with systems of arbitrary index and with systems that do not have unique solutions or inconsistencies in the initial values or the inhomogeneity. The package includes a computation of all the local invariants of the system, a regularization procedure, and an index reduction scheme, and it can be combined with every solution method for standard index-1 systems. Nonuniqueness and inconsistencies are treated in a least square sense. We give a brief survey of the theoretical analysis of linear differential-algebraic equations with variable coefficients and discuss the algorithms used in GELDA. Furthermore, we include a series of numerical examples as well as comparisons with results from other codes, as far as this is possible.
Author Mehrmann, Volker
Rath, Werner
Weickert, Jörg
Kunkel, Peter
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  givenname: Jörg
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Cites_doi 10.1007/BF01400352
10.1137/0909004
10.1007/BFb0093947
10.1016/0377-0427(94)90080-9
10.1137/0518081
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10.1137/S0036142994240364
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10.1016/0377-0427(94)90325-5
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