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Regularization and Numerical Integration of DAEs Based on the Signature Method

Andreas Steinbrecher ()
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Andreas Steinbrecher: Institute of Mathematics MA 4-5, TU Berlin

A chapter in Mathematical and Computational Approaches in Advancing Modern Science and Engineering, 2016, pp 749-761 from Springer

Abstract: Abstract Modeling and simulation of dynamical systems often leads to differential-algebraic equations (DAEs). Since direct numerical integration of DAEs in general leads to instabilities and possibly non-convergence of numerical methods, a regularization is required. We present three approaches for the regularization of DAEs that are based on the Signature method. Furthermore, we present a software package suited for the proposed regularizations and illustrate its efficiency on two examples.

Keywords: Structural Index; Regularization Technique; Direct Numerical Integration; Regularization Approach; Formulation Regularization (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-30379-6_67

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DOI: 10.1007/978-3-319-30379-6_67

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