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An algorithm for the computation of consistent initial values for differential–algebraic equations

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Abstract

We use boundary value methods to compute consistent initial values for fully implicit nonlinear differential-algebraic equations. The obtained algorithm uses variable order formulae and a deferred correction technique to evaluate the error. A rigorous theory is stated for nonlinear index 1, 2 and 3 DAEs of Hessenberg form. Numerical tests on classical index 1, 2 and 3 DAE problems are reported.

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Amodio, P., Mazzia, F. An algorithm for the computation of consistent initial values for differential–algebraic equations. Numerical Algorithms 19, 13–23 (1998). https://doi.org/10.1023/A:1019175027639

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