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Solving Differential Algebraic Equations in R

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Solving Differential Equations in R

Part of the book series: Use R! ((USE R))

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Abstract

R contains several methods for the solution of initial value problems for DAEs, which are embedded in the R packages deSolve and deTestset. Four of these, based on RADAU5, MEBDF, block implicit or Adams methods, can solve DAEs of index up to three written in Hessenberg form. The fifth method, based on BDF, is very efficient for index 1 problems and can solve some higher index problems as well. We illustrate how to solve DAEs as they arise in the modelling of constrained mechanical systems, electrical circuits, and chemical (equilibrium) reactions.

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Notes

  1. 1.

    Note that in the R implementation of daspk, it is possible to scale the higher index variables as described in Sect. 4.2.5. Therefore, the R function daspk can also solve certain higher index problems.

  2. 2.

    And to distinguish it from the test problem in [8] which is different.

  3. 3.

    This differs from the original description.

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Soetaert, K., Cash, J., Mazzia, F. (2012). Solving Differential Algebraic Equations in R. In: Solving Differential Equations in R. Use R!. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28070-2_5

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