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Questions tagged [dae]

A (system of) Differential Algebraic Equations (DAE) is a system of equations with ordinary differential equations and algebraic equations; all the equations should be satisfied simultaneously.

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How to solve an implicit ODE with forward Euler?

Consider the implicit ODE $$ M(y)\dot{y} = F(t,y) $$ If $M$ is non-singular for all $y$ How to use the forward-Euler method to numerically solve for $y$ without inverting $M(y)$? I only came out ...
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Procedure to identify characteristic properties of unknown functions in a DAE model

I have a system of 1st order odes given by $$ \dot{x_1}(t) = \alpha_1 f_1(x_1,t) + \beta_1 u(t) \\ \dot{x_2}(t) = \alpha_2 f_2(x_2,t) + \beta_2 u(t) $$ They are constrained by an algebraic equation ...
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Open source solver for continuous-time stochastic non-linear DAEs (SDAEs)

I am trying to solve a system of non-linear index-1 DAEs in which the derivatives of the state variables, $x(t)$ are corrupted by additive noise, $w(t)$ (whose co-variance matrix is known). $\dot x(t)...
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DAE in Matlab: ode15s

I have to solve this problem $$\left\{\begin{matrix} y''=4y'+\frac{1}{h}-7y\\ y(1)=1\\ y'(1)=1 \end{matrix}\right. \text{where} \; h=5y'-2y$$ as it were a DAE (I know I could just substitute $h$ ...
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Choice of solver/software for global optimisation of cheap black-box function with known derivatives

I am trying to estimate a few unknown parameters of my continuous non-linear PDAE model (simulated through finite-volume method spatial discretisation, and time-stepping through method-of-lines). I am ...
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226 views

Does anyone have a driver for fortran DAE solver - COLDAE?

Coldae is a solver writter by U Ascher and R Spiteri, located here http://www.cs.ubc.ca/~ascher/coldae.f . It can solve upto index-2 DAEs using collocation. I am new to Fortran, and having a hard ...
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ODEs vs DAE vs ADE?

I am totally confused between ODEs which I am familiar with, and differential algebraic equations (DAE) and Algebraic Differential Equations (ADE). Are they the same but just different names or what ...
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537 views

Solving DAE with higher index

I want to solve 7 coupled differential equations in MATLAB. I used the method of lines (MOL) to convert them to a system of DAEs. I then attempted to solve this system using ode15s. Unfortunately an ...
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What is the difference between continuous-time waveform relaxation(CWR) and discretized waveform relaxation?

What is the difference between continuous-time waveform relaxation(CWR) and discretized waveform relaxation? I am just confused ...