SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Invited Talk

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daePAD - a DAE solver based on Projectors and AD

R. Lamour

Abstract
The code daePAD integrates IVPs of DAEs. It determines the index of the DAE pointwise, calculates consistent initial values and discovers singularities. Therefore, the code overcomes the weakness of existing tools. We approximate the solution of IVPs for DAEs by truncated Taylor series using algorithmic differentiation (AD). In fact, AD provides a suitable framework, especially for the computation of the differentiations. The tractability index concept is applied with all its fascinating properties. The matrix sequence provides, with its invariant ranks, a way of index determination and a monitor for singularities. For linear DAEs, the computed projectors allow a decomposition into the inherent ODE and assignments to the algebraic and higher index components, respectively. Thus, for nonlinear DAEs the iterations of a Newton-Kantorovich method are explicitly present. The code is realized in Matlab using the AD tool INTLAB. Illustrating examples complement the talk.

Organized by         Universidad de Valladolid     IMUVA