DAE Problems

DAE Problems

Mathematical Specification of an DAE Problem

To define a DAE Problem, you simply need to give the function $f$ and the initial condition $u₀$ which define an ODE:

\[0 = f(du,u,p,t)\]

f should be specified as f(du,u,p,t) (or in-place as f(resid,du,u,p,t)). Note that we are not limited to numbers or vectors for u₀; one is allowed to provide u₀ as arbitrary matrices / higher dimension tensors as well.

Problem Type


For specifying Jacobians and mass matrices, see the DiffEqFunctions page.


Example Problems

Examples problems can be found in DiffEqProblemLibrary.jl.

To use a sample problem, such as prob_dae_resrob, you can do something like:

#]add DiffEqProblemLibrary
using DiffEqProblemLibrary, Sundials
prob = prob_dae_resrob
sol = solve(prob,IDA())