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Some comments on DAE theory for IRK methods and trajectory optimization. (English) Zbl 0956.65070

Many modeling processes lead to a model which is a system of differential algebraic equations (DAEs). It is known that many numerical discretization schemes fail to converge or exhibit an order reduction when applied to DAEs. This order reduction depends not only on the index of the particular DAE but also on their structure. This paper concerns, in this context, a particular industrial package SOCS (sparse optimal control software), but the observations made here have relevance for a number of methods.

MSC:

65L80 Numerical methods for differential-algebraic equations
65L06 Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
34A09 Implicit ordinary differential equations, differential-algebraic equations

Software:

SOCS; RODAS
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Full Text: DOI

References:

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