COLLOCATION SOFTWARE FOR BOUNDARY-VALUE DIFFERENTIAL-ALGEBRAIC EQUATIONS

The methods and implementation of a general-purpose code, COLDAE, are described. This code can solve boundary value problems for nonlinear s ystems of semi-explicit differential-algebraic equations (DAEs) of ind ex at most 2. Fully implicit index-1 boundary value DAE problems can b e handled as well. The code COLDAE is an extension of the package COLN EW (COLSYS) for solving boundary value ODEs. The implemented method is piecewise polynomial collocation at Gaussian points, extended as need ed by the projection method of Ascher-Petzold. For general semi-explic it index-2 problems, as well as for fully implicit index-1 problems, a selective projected collocation method is defined and its use is demo nstrated. The mesh selection procedure of COLSYS is modified for the c ase of index-2 constraints. Also discussed is shooting for initial gue sses.The power and generality of the code are demonstrated by examples . COLDAE can be obtained from the electronic library netlib.