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research-article

Computing the Structural Index

Published: 01 October 1986 Publication History

Abstract

The index of many differential/algebraic equations (DAEs) is determined by the structure of the system, that is, by the pattern of nonzero entries in the Jacobians. This paper considers an important subclass of DAEs which can be solved by backward differentiation methods if their index does not exceed two. For this reason, it is desirable to determine whether the index exceeds two or not. In this paper we present an algorithm that determines if the index is one, two, or greater, based only on the structure. The algorithm can be exponential in its execution time: we do not know whether it is possible to get an asymptotically faster algorithm. However, in many practical problems, this algorithm will execute in polynomial time.

References

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C. W. Gear, L. R. Petzold, ODE methods for the solution of differential/algebraic systems, SIAM J. Numer. Anal., 21 (1984), 716–728
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K. Brenan, Masters Thesis, Stability and convergence of difference approximations for higher index differential/ algebraic equations with applications to trajectory Control, Ph.D. dissertation, Math. Dept., UCLA, Los Angeles, CA, 1983
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Stephen L. Campbell, The numerical solution of higher index linear time varying singular systems of differential equations, SIAM J. Sci. Statist. Comput., 6 (1985), 334–348
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P. Lotstedt, L. R. Petzold, The numerical solution of nonlinear differential equations arising with algebraic constraints, Sandia Report, SAND83-8877, Livermore, CA, 1983, Nov.
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I. S. Duff, On algorithms for obtaining a maximum transversal, ACM Trans. Math. Soft., 7 (1981), 315–330
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Richard F. Sincovec, Albert M. Erisman, Elizabeth L. Yip, Michael A. Epton, Analysis of descriptor systems using numerical algorithms, IEEE Trans. Automat. Control, 26 (1981), 139–147
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T. F. Coleman, A. Pothen, The sparse null space basis problem, Report, TR 84-598, Dept. Comput. Sci., Cornell Univ., Ithaca, NY, 1984, July

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Information

Published In

cover image SIAM Journal on Algebraic and Discrete Methods
SIAM Journal on Algebraic and Discrete Methods  Volume 7, Issue 4
Oct 1986
140 pages

Publisher

Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 October 1986

Author Tags

  1. sparse matrices
  2. transversals
  3. differential/algebraic equations
  4. matrix index
  5. index of nilpotency

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  • (2022)A Simple Structural Analysis Method for DAEsBIT10.1023/A:102199862479941:2(364-394)Online publication date: 11-Mar-2022
  • (2018)A new approach for computing consistent initial values and Taylor coefficients for DAEs using projector-based constrained optimizationNumerical Algorithms10.1007/s11075-017-0379-978:2(355-377)Online publication date: 1-Jun-2018
  • (2015)DAESA—A Matlab Tool for Structural Analysis of Differential-Algebraic EquationsACM Transactions on Mathematical Software10.1145/268966441:2(1-20)Online publication date: 4-Feb-2015
  • (2011)Combinatorial optimization model and MIP formulation for the structural analysis of conditional differential-algebraic systemsComputers and Industrial Engineering10.1016/j.cie.2010.12.00261:2(422-429)Online publication date: 1-Sep-2011
  • (2011)A new algorithm for index determination in DAEs using algorithmic differentiationNumerical Algorithms10.1007/s11075-011-9455-858:2(261-292)Online publication date: 1-Oct-2011
  • (2005)Combinatorial analysis of generic matrix pencilsProceedings of the 11th international conference on Integer Programming and Combinatorial Optimization10.1007/11496915_25(335-348)Online publication date: 8-Jun-2005
  • (2000)Differential--Algebraic Equations of Index 1 May Have an Arbitrarily High Structural IndexSIAM Journal on Scientific Computing10.1137/S106482759935385321:6(1987-1990)Online publication date: 1-Jan-2000
  • (2000)Constraint Partitioning for Stability in Path-Constrained Dynamic Optimization ProblemsSIAM Journal on Scientific Computing10.1137/S106482750037239022:6(2051-2074)Online publication date: 1-Jun-2000
  • (1999)Computing the maximum degree of minors in matrix pencils via combinatorial relaxationProceedings of the tenth annual ACM-SIAM symposium on Discrete algorithms10.5555/314500.314868(476-483)Online publication date: 1-Jan-1999
  • (1996)Primal-Dual Combinatorial Relaxation Algorithms for the Maximum Degree of SubdeterminantsSIAM Journal on Scientific Computing10.1137/091706417:4(993-1012)Online publication date: 1-Jul-1996
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