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Regularization and Numerical Integration of DAEs Based on the Signature Method

In: Mathematical and Computational Approaches in Advancing Modern Science and Engineering

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  • Andreas Steinbrecher

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

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.

Suggested Citation

  • Andreas Steinbrecher, 2016. "Regularization and Numerical Integration of DAEs Based on the Signature Method," Springer Books, in: Jacques Bélair & Ian A. Frigaard & Herb Kunze & Roman Makarov & Roderick Melnik & Raymond J. Spiteri (ed.), Mathematical and Computational Approaches in Advancing Modern Science and Engineering, pages 749-761, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-30379-6_67
    DOI: 10.1007/978-3-319-30379-6_67
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