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Numerical Methods for Differential Algebraic Equations

Differential-Algebraic Equations (DAEs) arise in various applications, e.g., in the modeling of electric circuits or multibody dynamics. The presence of algebraic constraints poses particular challenges for the analysis and numerical solution. In this lecture, we will review the basic results about existence, uniqueness, and stability of solutions. In particular, we discuss various "index" concepts, which allow to classify the difficulty of solving DAEs. In addition, we carfully analyze and extend numerical methods know from ordinary differential equations to the case of DAEs. The theoretical results and numerical methods will be demonstrated by application to some typical benchmark problems.

Information
First Meeting: Wednesday, Feb. 28, 2024 at 14:00pm in Room S2 346.
The dates for the lecture and exercises will be discussed in the first Meeting.


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