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- nonlinear differential-algebraic equations (2)
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We study optimal control problems for general unstructured nonlinear differential-algebraic equations of arbitrary index.
In particular, we derive necessary conditions in the case of linear-quadratic control problems and extend them to the general nonlinear case.
We also present a Pontryagin maximum principle for general unstructured nonlinear DAEs in the case of restricted controls.
Moreover, we discuss the numerical solution of the resulting two-point boundary value problems and present a numerical example.
Classical stability properties of solutions
that are well-known for ordinary differential
equations (ODEs) are generalized to differential-algebraic equations (DAEs).
A new test equation is derived for the analysis of numerical methods applied
to DAEs with respect to the stability of the numerical approximations.
Morevover, a stabilization technique is developed to improve the stability of classical DAE integration methods. The stability regions for these stabilized discretization methods are determined and it is shown that they much better reproduce the stability properties known for the ODE case
than in the unstabilized form.
Movies that depict the stability regions for several methods are included for interactive use.
We study linear, possibly over- or under-determined, differentialalgebraic
equations that have the same solution behavior as linear
differential-algebraic equations with well-dened strangeness index. In
particular, we give three different characterizations for differentialalgebraic
equations, namely by means of solution spaces, canonical
forms, and derivative arrays. We distinguish two levels of generalization,
where the more restrictive case contains an additional assumption
on the structure of the set of consistent inhomogeneities.