A numerical resolution of differential-algebraic equations

摘要

Most numerical solutions of differential-algebraic equations (DAE) are based on Runge-Kutta methods, and require some restrictive assumptions. We present a new numerical solution technique for DAEs. By differentiation and by introducing a new variable, we reduce the DAE to regular ordinary differential equations; thus, we eliminate the restrictive assumptions. The ordinary differential equations are solved by the Hermite predictor-corrector method.