A new algorithm for index determination in DAEs using algorithmic differentiation

Authors:
René Lamour;Dagmar Monett
Affiliations:
Department of Mathematics, Humboldt-University of Berlin, Berlin, Germany 10099;Computer Science Department and Department of Cooperative Studies, Berlin School of Economics and Law, Berlin, Germany 10315
Venue:
Numerical Algorithms
Year:
2011

Citing 9
Cited 1

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Abstract

We present an approach for determining the tractability index using truncated polynomial arithmetic. In particular, computing the index this way generates a sequence of matrices that contains itself derivatives. We implement the time differentiations using algorithmic differentiation techniques, specially using the standard ADOL-C package, with which calculating the derivatives becomes a simple shift and scaling of coefficients. We present the theory supporting the procedure we propose, as well as the implementation issues behind it to provide a convenient interface to the standard ADOL-C functionality. We give also examples of academic and practical problems and report several experimental results we have obtained with them.