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Regularization and Numerical Integration of DAEs Based on the Signature Method

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Mathematical and Computational Approaches in Advancing Modern Science and Engineering
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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.

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Acknowledgements

This work has been supported by the European Research Council through Advanced Grant MODSIMCONMP.

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Correspondence to Andreas Steinbrecher .

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Steinbrecher, A. (2016). Regularization and Numerical Integration of DAEs Based on the Signature Method. In: Bélair, J., Frigaard, I., Kunze, H., Makarov, R., Melnik, R., Spiteri, R. (eds) Mathematical and Computational Approaches in Advancing Modern Science and Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-30379-6_67

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