Collocation Software for Boundary Value Differential-Algebraic Equations

Abstract

We describe the methods and implementation of a general-purpose code,COLDAE. This code can solve boundary value problems for nonlinear systemsof semi-explicit differential-algebraic equations (DAEs) of index at most 2. Fullyimplicit index-1 boundary value DAE problems can be handled as well.The code COLDAE is an extension of the package COLNEW (COLSYS)for solving boundary value ODEs. The implemented method is piecewise polynomialcollocation at Gaussian points, extended as needed by...