Discovering Singular Points in DAE Models
René Lamour () and
Diana Estévez Schwarz ()
Additional contact information
René Lamour: Humboldt Universität zu Berlin, Institut für Mathematik
Diana Estévez Schwarz: Beuth Hochschule für Technik Berlin
A chapter in Modeling, Simulation and Optimization of Complex Processes HPSC 2015, 2017, pp 93-102 from Springer
Abstract:
Abstract The quality of numerical simulations of DAE models depends on basic assumptions that exclude singularities. In practice, most algorithms used in simulation tools do not check the assumed properties of the DAE. Consequently, since the solution may not be unique at singular points, arbitrary solutions may be obtained. For DAEs, such singularities may occur if the structure or the dimension of the spaces related to the DAE change. Moreover, even though a numerical singularity is not given in a strict mathematical sense, the numerical behavior may be analogous for sensitive problems. We aim at a characterization of this sensitivity, considering the condition number of a suitable matrix related to the DAE. Illustrative examples are given.
Date: 2017
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-67168-0_8
Ordering information: This item can be ordered from
http://www.springer.com/9783319671680
DOI: 10.1007/978-3-319-67168-0_8
Access Statistics for this chapter
More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().