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Solving BVP for DAE in Matlab

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Benjamin Larin
Benjamin Larin 2019년 9월 3일
댓글: Torsten 2019년 9월 3일
How do I solve boundary value problems (BVP) for differential algebraic equation systems (DAE) in Matlab?
bvp4c and bvp5c can only handle differential equations. ode15i can handle DAE, but only initial value problems (IVP).
Transformation of the DAE into a differential equations system is too costly or impossible.
Also, I do not want to write my own BVP numerical routine that uses matlabs differential equation solvers (we use Matlab because when we do not want to write our own routines, right?).
Currently I am using bvp4c/bvp5c and the function containing the differential equations calls another functions that solved the algebraic (non-differential) subsystem before calculating the rhs of the differential equations. However, this seems highly unstable and inefficient to me.
Any recommendations or experience on solving BVP for DAE in Matlab is highly welcome.

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Torsten 2019년 9월 3일
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Torsten 2019년 9월 3일
Ok, an "integrated" solver like COLDAE might perform better and more stable, but usually, your method of solving the differential and algebraic parts separately is a reasonable way to go.

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