Abstract
The purpose of this paper is to provide an overview on the state of the art concerning functional-analytic properties associated with differential-algebraic equations (DAEs). We summarize the relevant literature and develop a basic theory of linear and nonlinear differential-algebraic operators. In particular, we consider Fredholm properties, normal solvability, generalized inverses, least-squares solutions, splittings of regular linear differential-algebraic operators, bounded outer inverses, local solvability of equations with regular nonlinear differential-algebraic operators, Newton–Kantorovich iterations, and regularizations of the ill-posed problems arising from higher-index operators.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsNotes
- 1.
In contrast to Sect. 3, here we do not fix these projectors to be orthogonal.
- 2.
ker Π μ−1 and im Π μ−1 are used in \(\mathbb{R}^{m}\) and in \(\mathcal{C}_{D}^{1}\) , but no confusion should arise.
References
Ambrosetti, A., Prodi, G.: A Primer in Nonlinear Analysis, Cambridge studies in advanced mathematics, vol. 34. Cambridge University Press, Cambridge (1995)
Aronszajn, N.: Theory of reproducing kernels. Trans. Am. Math. Soc. 68, 337–404 (1950)
Baumanns, S.: Coupled Electromagnetic Field/Circuit Simulation. Ph.D. thesis, Universität zu Köln, Juni 2012. Logos, Berlin (2012)
Biegler, L., Campbell, S.L., Mehrmann, V.: Control and optimization with differential-algebraic constraints. SIAM, Philadelphia (2011)
Boyarintsev, Y.E.: Regular and Singular Systems of Linear Ordinary Differential Equations. Nauka (Sibirskoe otdelenie), Novosibirsk (1980, in Russian)
Brenan, K.E., Campbell, S.L., Petzold, L.R.: The Numerical Solution of Initial Value Problems in Ordinary Differential-Algebraic Equations. North Holland, New York (1989)
Campbell, S.L.: Singular Systems of Differential Equations II. Research Notes in Mathematics. Pitman, Marshfield (1982)
Campbell, S.L.: One canonical form for higher index linear time varying singular systems. Circuits Syst. Signal Process. 2, 311–326 (1983)
Campbell, S.L.: Regularization of linear time varying singular systems. Automatica 20, 365–370 (1984)
Campbell, S.L., Gear, C.W.: The index of general nonlinear daes. Numer. Math. 72, 173–196 (1995)
Campbell, S.L., Kunkel, P., Mehrmann, V.: Regularization of linear and nonlinear descriptor systems. In: Biegler, L.T., Campbell, S.L., Mehrmann, V. (eds.) Control and Optimization with Differential-Algebraic Constraints, Advances in Design and Control, pp. 17–36. SIAM, New York (2012)
Chistyakov, V.F.: Vyrozhdennye sistemy obyknovennykh differentsial’nykh uravnenij, chapter 3: K metodam resheniya singul’yarnykh linejnykh sistem obyknovennykh differentsial’nykh uravnenij, pp. 37–65. Nauka, Novosibirsk (1982, in Russian, edited by Yu. E. Boyarintsev)
Chistyakov, V.F.: On Noetherian index of differential/algebraic systems. Sib. Math. J. 34(3), 583–592 (1993)
Chistyakov, V.F.: Algebro-Differential’nye Operatory s Konechnomernym Yadrom. Nauka, Novosibirsk (1996, in Russian)
Chistyakov, V.F.: Regularization of differential-algebraic equations. Comput. Math. Math. Phys. 51(12), 2052–2064 (2011). Original Russian text published in Zhurnal Vycislitel’noi Matematiki i Matematicheskoi Fiziki, vol. 51, pp. 2181–2193 (2011)
Chistyakov, V.F., Chistyakova, E.V.: Application of the least squares method to solving linear differential-algebraic equations. Numer. Anal. Appl. 6(1), 77–90 (2013). Original Russian text published in Sibirskii Zhurnal Vycislitel’noi Matematiki, vol. 16, pp. 81–95 (2013)
Chistyakov, V.F., Shcheglova, A.A.: Izbrannye glavy teorii algebro-differential’nykh sistem. Nauka, Novosibirsk (2003, in Russian)
Cobb, D.: On the solutions of linear differential equations with singular coefficients. J. Differ. Equ. 46, 310–323 (1982)
Craven, B.D., Nashed, M.Z.: Generalized implicit function theorems when the derivative has no bounded inverse. Nonlinear Anal. Theory Methods Appl. 6(4), 375–387 (1982)
Dautray, R., Lions, J.-L.: Functional and Variational Methods. Mathematical Analysis and Numerical Methods for Science and Technology, vol. 2. Springer, Berlin/Heidelberg (1988)
Degenhardt, A.: A collocation method for boundary value problems of transferable differential-algebraic equations. Preprint (Neue Folge) 182, Humboldt-Universität zu Berlin, Sektion Mathematik (1988)
Degenhardt, A.: Collocation for transferable differential-algebraic equations. In: Griepentrog, E., Hanke, M., März, R. (eds.) Berlin Seminar on Differential-Algebraic Equations, vol. 92-1, pp. 83–104 (1992)
Dokchan, R.: Numerical Intergration of Differential-Algebraic Equations with Harmless Critical Points. Ph.D. thesis, Humboldt-University of Berlin (2011)
Engl, H.W., Groetsch, C.W. (eds.): Inverse and Ill-Posed Problems, Notes and Reports in Mathematics in Sciences and Engineering, vol. 4. Academic, Boston/Orlando/London (1987)
Engl, H.W., Hanke, M., Neubauer, A.: Tikhonov regularization of nonlinear differential-algebraic equations. In: Sabatier, P.C. (ed.) Inverse Methods in Action, pp. 92–105. Springer, Berlin/Heidelberg (1990)
Engl, H.W., Hanke, M., Neubauer, A.: Regularization of Inverse Problems. Mathematics and its Application. Kluwer Academic, Dordrecht (2000)
Favini, A., Yagi, A.: Degenerate Differential Equations in Banach Spaces. Pure and Applied Mathematics. Marcel Dekker, New York (1999)
Führer, C., Leimkuhler, B.J.: Numerical solution of differential-algebraic equations for constrained mechanical motion. Numer. Math. 59, 55–69 (1991)
Gajewski, H., Gröger, K., Zacharias, K.: Nichtlineare Operatorgleichungen und Operatordifferentialgleichungen. Akademie, Berlin (1974)
Gantmacher, F.R.: Matrizenrechnung I+II. VEB Deutcher Verlag der Wissenchaften, Berlin (1970)
Gorbunov, V.K., Petrischev, V.V., Sviridov, V.Y.: Development of normal spline method for linear integro-differential equations. In: Sloot, P.M.A., Abramson, D., Bogdanov, A., Dongarra, J.J., Zomaya, A., Gorbachev, Y. (eds.) International Conference Computational Science—ICCS 2003, Lecture Notes in Computer Science, vol. 2658, pp. 492–499. Springer, Berlin/Heidelberg (2003)
Griepentrog, E., März, R.: Differential-Algebraic Equations and Their Numerical Treatment. Teubner-Texte zur Mathematik No. 88. BSB B.G. Teubner Verlagsgesellschaft, Leipzig (1986)
Griepentrog, E., März, R.: Basic properties of some differential-algebraic equations. Zeitschrift für Analysis und ihre Anwendungen 8(1), 25–40 (1989)
Groetsch, C.W.: The theory of Tikhonov regularization for Fredholm equations of the first kind. Pitman, London (1984)
Hairer, E., Lubich, Ch., Roche, M.: The Numerical Solution of Differential-Algebraic Equations by Runge–Kutta Methods. Lecture Notes in Mathematics, vol. 1409. Springer, Heidelberg (1989)
Hanke, M.: On a least-squares collocation method for linear differential-algebraic equations. Numer. Math. 54, 79–90 (1988)
Hanke, M.: Beiträge zur Regularisierung von Randwertaufgaben für Algebro-Differentialgleichungen mit höherem Index. Dissertation(B), Habilitation, Humboldt-Universität zu Berlin, Institut für Mathematik (1989)
Hanke, M.: Linear differential-algebraic equations in spaces of integrable functions. J. Differ. Equ. 79, 14–30 (1989)
Hanke, M.: On the regularization of index 2 differential-algebraic equations. J. Math. Anal. Appl. 151, 236–253 (1990)
Hanke, M.: Regularization methods for higher index differential-algebraic equations. In: Griepentrog, E., Hanke, M., März, R. (eds.) Berlin Seminar on Differential-Algebraic Equations, vol. 92-1, pp. 105–141 (1992)
Hanke, M.: Asymptotic expansions for regularization methods of linear fully implicit differential-algebraic equations. Zeitschrift für Analysis und ihre Anwendungen 13, 513–535 (1994)
Hanke, M.: Regularization of differential-algebraic equations revisited. Math. Nachr. 174, 159–183 (1995)
Hanke, M., März, R., Neubauer, A.: On the regularization of linear differential-algebraic equations. In: Engl, H.W., Groetsch, C.W. (eds.) Inverse and Ill-posed Problems, Notes and Reports in Mathematics in Science and Engineering, vol. 4, pp. 523–540. Academic, Orlando (1987)
Hanke, M., März, R., Neubauer, A.: On the regularization of a certain class of nontransferable differential-algebraic equations. J. Differ. Equ. 73(1), 119–132 (1988)
Heuser, H.: Funktionalanalysis. Mathematische Leitfäden. B.G.Teubner Stuttgart (1992)
Ilchmann, A., Reis, T. (eds.): Surveys in Differential-Algebraic Equations I. Differential-Algebraic Equations Forum. Springer, Heidelberg/New York/Dordrecht/London (2013)
Kato, T.: Perturbation theory for linear operators. Springer, Berlin/Heidelberg/New York (1995). Reprint of the 1980 edition
Knorrenschild, M.: Regularisierung von differentiell-algebraischen Systemen—theoretische und numerische Aspekte. Ph.D. thesis, Rheinisch-Westfälische Technische Hochschule (1988)
Kronecker, L.: Gesammelte Werke, volume III, chapter Reduktion der Scharen bilinearer Formen, pp. 141–155. Akad. d. Wiss. Berlin (1890)
Kunkel, P., Mehrmann, V.: Generalized inverses of differential-algebraic operators. SIAM J. Matrix Anal. Appl. 17, 426–442 (1996)
Kunkel, P., Mehrmann, V.: Differential-Algebraic Equations: Analysis and Numerical Solution. EMS Publishing House, Zürich (2006)
Kurina, G.A.: Singular perturbations of control problems with equation of state not solved for the derivative (a survey). J. Comput. Syst. Sci. Int. 31(6), 17–45 (1993)
Lamour, R., März, R.: Detecting structures in differential algebraic equations: computational aspects. J. Comput. Appl. Math 236(16), 4055–4066 (2012). Special Issue: 40 years of Numeric Mathematics
Lamour, R., März, R.: Differential-algebraic equations with regular local matrix pencils. Vestnik YuUrGU. Seriya Matematicheskoe modelirovanie i programmipovanie 6(4), 39–47 (2013)
Lamour, R., März, R., Tischendorf, C.: Differential-Algebraic Equations: A Projector Based Analysis. Differential-Algebraic Equations Forum. Springer, Berlin/Heidelberg/New York/Dordrecht/London (2013) (Series Editors: A. Ilchman, T. Reis)
März, R.: On difference and shooting methods for boundary value problems in differential-algebraic equations. ZAMM 64(11), 463–473 (1984)
März, R.: On correctness and numerical treatment of boundary value problems in DAEs. Zhurnal Vychisl. Matem. i Matem. Fiziki 26(1), 50–64 (1986)
März, R.: Numerical methods for differential-algebraic equations. Acta Numer. 1, 141–198 (1992)
März, R.: On linear differential-algebraic equations and linearizations. Appl. Numer. Math. 18, 267–292 (1995)
März, R.: Nonlinear differential-algebraic equations with properly formulated leading term. Technical Report 2001–3, Humboldt-Universität zu Berlin, Institut für Mathematik (2001)
März, R.: Notes on linearization of daes and on optimization with differential-algebraic constraints. In: Biegler, L.T., Campbell, S.L., Mehrmann, V. (eds.) Control and Optimization with Differential-Algebraic Constraints, Advances in Design and Control, pp. 37–58. SIAM, New York (2012)
Nashed, M.Z.: Inner, outer, and generalized inverses in banach and hilbert spaces. Numer. Funct. Anal. Optimiz. 9, 261–325 (1987)
Nashed, M.Z.: A new approach to classification and regularization of ill-posed operator equations. In: Engl, H.W., Groetsch, C.W. (eds.) Inverse and Ill-posed Problems, Notes and Reports in Mathematics in Science and Engineering, vol. 4, pp. 53–75. Academic, New York (1987)
Nashed, M.Z., Chen, X.: Convergence of Newton-like methods for singular operator equations using outer inverses. Numer. Math. 66, 235–257 (1993)
Niepage, D.: On the existence and approximation and approximate solution of discontinuous differential-algebraic systems. In: Griepentrog, E., Hanke, M., März, R. (eds.) Berlin Seminar on Differential-Algebraic Equations, vol. 92-1, pp. 179–194 (1992)
Niepage, H.-D.: A convergence and existence result for differential-algebraic inclusions. Numer. Funct. Anal. Optimiz. 9, 1221–1250 (1987–1988)
Niepage, H.-D.: On the numerical solution of differential-algebraic equations with discontinuities. In: Strehmel, K. (ed.) Numerical Treatment of Differential Equations. Teubner, Leipzig (1990)
Nittka, R., Sauter, M.: Sobolev gradients for differential algebraic equations. Electron. J. Differ. Equ. 2008(42), 1–31 (2008)
Petry, T.: Realisierung des Newton-Kantorovich-Verfahrens für nichtlineare Algebro-Differentialgleichungen mittels Abramov-Transfer. Ph.D. thesis, Humboldt-Universität zu Berlin, Juni 1998. Logos, Berlin (1998)
Rabier, P.J., Rheinboldt, W.C.: Theoretical and numerical analysis of differential-algebraic equations. In: Ciarlet, P.G. et al. (eds.) Handbook of Numerical Analysis, Techniques of Scientific Computing (Part 4), vol. VIII, pp. 183–540. North Holland/Elsevier, Amsterdam (2002)
Reis, T.: Systems Theoretic Aspects of PDAEs and Applications to Electrical Circuits. Ph.D. thesis, Technische Universiät Kaiserslautern (2006)
Riaza, R.: Differential-Algebraic Systems. Analytical Aspects and Circuit Applications. World Scientific, River Edge (2008)
Schumilina, I.: Charakterisierung der Algebro-Differentialgleichungen mit Traktabilitätsindex 3. Ph.D. thesis, Humboldt-Universität zu Berlin (2004)
Schwarz, D.E.: Consistent initialization for index-2 differential algebraic equations and its application to circuit simulation. Ph.D. thesis, Mathemematisch-Naturwissenschaftliche Fakultät II, Humboldt-Universität zu Berlin, Juli (2000)
Seufer, I.: Generalized inverses of differential-algebraic equations and their discretization. Ph.D. thesis, Technische Universität Berlin (2006)
Tikhonov, A.N., Arsenin, V.Y.: Methods for the solution of ill-posed problems. Nauka, Moskva (1974, in Russian.)
Trenn, S.: Distributional Differential Algebraic Equations. Ph.D. thesis, TU Ilmenau (2009)
Vajnikko, G.M., Veretennikov, A.Y.: Iteratsionnye protsedury v nekorrektnykh zadachakh. Nauka, Moskva (1986, in Russian)
Voigtmann, S.: General Linear Methods for Integrated Circiut Design. Ph.D. thesis, Humboldt-Universität zu Berlin, Juni 2006. Logos, Berlin (2006)
Weierstraß, K.: Gesammelte Werke, volume II, chapter Zur Theorie der bilinearen und quadratischen Formen, pp. 19–44. Akad. d. Wiss. Berlin (1868)
Wendt, W.: On a differential-algebraic inclusion model for LRS-networks. In: Griepentrog, E., Hanke, M., März, R. (eds.) Berlin Seminar on Differential-Algebraic Equations, vol. 92-1, pp. 195–218 (1992)
Yosida, K.: Functional Analysis, 6th edn. Springer, New York (1980)
Zeidler, E.: Applied Functional Analysis. Applications to Mathematical Physics. Applied Mathematical Sciences, vol. 108. Springer, New York (1995)
Zeidler, E.: Applied Functional Analysis. Main Principles and Their Applications. Applied Mathematical Sciences, vol. 109. Springer, New York (1995)
Zhuk, S.M.: Closedness and normal solvability of an operator generated by a degenerate linear differential equation with variable coefficients. Nonlinear Oscillations 10(4), 469–486 (2007)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this chapter
Cite this chapter
März, R. (2015). Differential-Algebraic Equations from a Functional-Analytic Viewpoint: A Survey. In: Ilchmann, A., Reis, T. (eds) Surveys in Differential-Algebraic Equations II. Differential-Algebraic Equations Forum. Springer, Cham. https://doi.org/10.1007/978-3-319-11050-9_4
Download citation
DOI: https://doi.org/10.1007/978-3-319-11050-9_4
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-11049-3
Online ISBN: 978-3-319-11050-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)