CONSTRAINT PRESERVING INTEGRATORS FOR GENERAL NONLINEAR HIGHER INDEX DAES

In the last few years there has been considerable research on numerica l methods for differential algebraic equations (DAEs) f(x', x, t) = 0 where f(x') is identically singular. The index provides one measure of the singularity of a DAE. Most of the numerical analysis literature o n DAEs to date has dealt with DAEs with indices no larger than three. Even in this case, the systems were often assumed to have a special st ructure. Recently a numerical method was proposed that could, in princ iple, be used to integrate general unstructured higher index solvable DAEs. However, that method did not preserve constraints. This paper wi ll discuss a modification of that approach which can be used to design constraint preserving integrators for general nonlinear higher index DAEs.