Index reduction for differential–algebraic equations by substitution method

Abstract

Differential–algebraic equations (DAEs) naturally arise in many applications, but present numerical and analytical difficulties. The index of a DAE is a measure of the degree of numerical difficulty. In general, the higher the index is, the more difficult it is to solve the DAE. Therefore, it is desirable to transform the original DAE into an equivalent DAE with lower index.In this paper, we propose an index reduction method for linear DAEs with constant coefficients. The method is applicable to any DAE having at most one derivative per equality. In contrast to the other existing methods, it does not introduce any additional variables. Exploiting a combinatorial property of degrees of minors in polynomial matrices, we show that the method always reduces the index exactly by one. Thus the paper exhibits an application of combinatorial matrix theory to numerical analysis of DAEs.