Abstract

Differential — algebraic equations (DAE) differ from other problems with solutions given by smooth and continuous parametric sets. They combine specifics of the nonlinear algebraic or transcendental equations with those of ODE. Correct formulation of the Cauchy problem for such equations requires solution of a system of nonlinear equations. In this chapter we will describe and investigate the algorithm of numerical continuation of Cauchy problem solution for different forms of DAE.

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