Skip to main content

On the History of Differential-Algebraic Equations

A Retrospective with Personal Side Trips

  • Chapter
  • First Online:

Part of the book series: Differential-Algebraic Equations Forum ((DAEF))

Abstract

The present article takes an off-the-wall approach to the history of Differential-Algebraic Equations and uses personal side trips and memories of conferences, workshops, and summer schools to highlight some of the milestones in the field. Emphasis is in particular placed on the application fields that set the ball rolling and on the development of numerical methods.

This is a preview of subscription content, log in via an institution.

Buying options

eBook
USD   19.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   29.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Notes

  1. 1.

    The relation of the work of Weierstrass and Kronecker to Kirchhoff’s circuit laws was pointed out to me by Volker Mehrmann when we met in September 2014 during a Summer School on DAEs in Elgersburg, Germany.

References

  1. Abraham, R., Marsden, J.E., Ratiu, T.: Manifolds, Tensor Analysis, and Applications. Springer, New York (1988)

    Book  MATH  Google Scholar 

  2. Ali, G., Bartel, A., Günther, M., Tischendorf, C.: Elliptic partial differential-algebraic multiphysics models in electrical network design. Math. Models Methods Appl. Sci. 13 (09), 1261–1278 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  3. Altmann, R.: Index reduction for operator differential-algebraic equations in elastodynamics. Z. Angew. Math. Mech. 93 (9), 648–664 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  4. Andrews, G.C., Ormrod, M.K.: Advent: a simulation program for constrained planar kinematic and dynamic systems. In: Presented at the Design Engineering Technical Conference, Columbus, Ohio, 5–8 October 1986. Departement of Mechanical Engineering, University of Waterloo, Ontario, Canada, N2L 3G1 (1986)

    Google Scholar 

  5. Arnold, V.I.: Ordinary Differential Equations. MIT Press, Cambridge (1981)

    Google Scholar 

  6. Arnold, M., Murua, A.: Non-stiff integrators for differential–algebraic systems of index 2. Numer. Algorithms 19 (1–4), 25–41 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  7. Arnold, M., Simeon, B.: Pantograph and catenary dynamics: a benchmark problem and its numerical solution. Appl. Numer. Math. 34, 345–362 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  8. Ascher, U., Lin, P.: Sequential regularization methods for nonlinear higher index DAEs. SIAM J. Sci. Comput. 18, 160–181 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  9. Ascher, U.M., Petzold, L.R.: Projected implicit Runge-Kutta methods for differential-algebraic equations. SIAM J. Numer. Anal. 28, 1097–1120 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  10. Ascher, U., Chin, H., Petzold, L., Reich, S.: Stabilization of constrained mechanical systems with DAEs and invariant manifolds. J. Mech. Struct. Mach. 23: 135–158 (1995)

    Article  MathSciNet  Google Scholar 

  11. Bangerth, W., Rannacher, R.: Adaptive Finite Element Methods for Differential Equations. Birkhäuser, Basel (2013)

    MATH  Google Scholar 

  12. Baumgarte, J.: Stabilization of constraints and integrals of motion in dynamical systems. Comput. Methods Appl. Mech. 1, 1–16 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  13. Benner, P., Losse, P., Mehrmann, V., Voigt, M.: Numerical linear algebra methods for linear differential-algebraic equations. In: Ilchmann, A., Reis, T. (eds.) Surveys in Differential-Algebraic Equations III. DAE-Forum, pp. 117–175. Springer, Cham (2015)

    Chapter  Google Scholar 

  14. Bornemann, F.A.: An adaptive multilevel approach to parabolic equations: II. Variable-order time discretization based on a multiplicative error correction. IMPACT Comput. Sci. Eng. 3 (2), 93–122 (1991)

    MATH  Google Scholar 

  15. Brasey, V.: A half-explicit method of order 5 for solving constrained mechanical systems. Computing 48, 191–201 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  16. Brasey, V., Hairer, E.: Half-explicit Runge–Kutta methods for differential-algebraic systems of index 2. SIAM J. Numer. Anal. 30, 538–552 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  17. Brenan, K.E., Campbell, S.L., Petzold, L.R.: The Numerical Solution of Initial Value Problems in Ordinary Differential-Algebraic Equations. SIAM, Philadelphia (1996)

    MATH  Google Scholar 

  18. Brezzi, F., Fortin, M.: Mixed and Hybrid Finite Element Methods. Springer, New York (1991)

    Book  MATH  Google Scholar 

  19. Brizard, A.: An Introduction to Lagrangian Mechanics. World Scientific, Singapore (2008)

    Book  MATH  Google Scholar 

  20. Campbell, S.L.: Singular Systems of Differential Equations. Pitman, London (1980)

    MATH  Google Scholar 

  21. Campbell, S.L.: Singular Systems of Differential Equations II. Research Notes in Mathematics, vol. 61. Pitman, London (1982)

    Google Scholar 

  22. Campbell, S.L.: Least squares completions for nonlinear differential-algebraic equations. Numer. Math. 65, 77–94 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  23. Campbell, S., Gear, C.: The index of general nonlinear DAEs. Numer. Math. 72, 173–196 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  24. Callies, R., Rentrop, P.: Optimal control of rigid-link manipulators by indirect methods. GAMM-Mitteilungen 31 (1), 27–58 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  25. Deuflhard, P., Hairer, E., Zugck, J.: One-step and extrapolation methods for differential-algebraic systems. Numer. Math. 51 (5), 501–516 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  26. Drazin, M.: Pseudo inverses in associative rays and semigroups. Am. Math. Mon. 65, 506–514 (1958)

    Article  MATH  Google Scholar 

  27. Eich, E.: Convergence results for a coordinate projection method applied to constrained mechanical systems. SIAM J. Numer. Anal. 30 (5), 1467–1482 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  28. Franzone, P.C., Deuflhard, P., Erdmann, B., Lang, J., Pavarino, L.F.: Adaptivity in space and time for reaction-diffusion systems in electrocardiology. SIAM J. Sci. Comput. 28 (3), 942–962 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  29. Führer, C., Leimkuhler, B.: Numerical solution of differential-algebraic equations for constrained mechanical motion. Numer. Math. 59, 55–69 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  30. Gantmacher, F.: Matrizenrechnung, Teil 2. VEB Deutscher Verlag der Wissenschaften, Berlin (1959)

    MATH  Google Scholar 

  31. Garcia de Jalón, J., Bayo, E.: Kinematic and Dynamic Simulation of Multibody Systems. Springer, New York (1994)

    Google Scholar 

  32. Gear, C.W.: Numerical Initial Value Problems in Ordinary Differential Equations. Prentice-Hall, Upper Saddle River (1971)

    MATH  Google Scholar 

  33. Gear, C.W.: Simultaneous numerical solution of differential-algebraic equations. IEEE Trans. Circuit Theory CT-18 (1), 89–95 (1971)

    Article  Google Scholar 

  34. Gear, C.W.: Differential-algebraic equation index transformation. SIAM J. Sci. Stat. Comput. 9, 39–47 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  35. Gear, C.W.: Differential-algebraic equations, indices, and integral algebraic equations. SIAM J. Numer. Anal. 27, 1527–1534 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  36. Gear, C.W., Gupta, G., Leimkuhler, B.: Automatic integration of the Euler-Lagrange equations with constraints. J. Comput. Appl. Math. 12 & 13, 77–90 (1985)

    Google Scholar 

  37. Griepentrog, E., März, R.: Differential-Algebraic Equations and Their Numerical Treatment. Teubner-Texte zur Mathematik, vol. 88. Teubner Verlagsgesellschaft, Leipzig (1986)

    Google Scholar 

  38. Günther, M.: Partielle differential-algebraische Systeme in der numerischen Zeitbereichsanalyse elektrischer Schaltungen. VDI-Verlag, Reihe 20, Düsseldorf (2001)

    Google Scholar 

  39. Günther, M., Feldmann, U.: CAD based electric circuit modeling in industry I: mathematical structure and index of network equations. Surv. Math. Ind. 8, 97–129 (1999)

    MathSciNet  MATH  Google Scholar 

  40. Günther, M., Hoschek, M., Rentrop, P.: Differential-algebraic equations in electric circuit simulation. Int. J. Electron. Commun. 54, 101–107 (2000)

    Google Scholar 

  41. Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems. Springer, Berlin (1996)

    Book  MATH  Google Scholar 

  42. Hairer, E., Wanner, G.: Stiff differential equations solved by Radau methods. J. Comput. Appl. Math. 111, 93–111 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  43. Hairer, E., Lubich, C., Roche, M.: Error of Runge–Kutta methods for stiff problems studied via differential algebraic equations. BIT Numer. Math. 28 (3), 678–700 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  44. Hairer, E., Lubich, C., Roche, M.: The Numerical Solution of Differential-Algebraic Equations by Runge-Kutta Methods. Lecture Notes in Mathematics, vol. 1409. Springer, Heidelberg (1989)

    Google Scholar 

  45. Hairer, E., Nørsett, S., Wanner, G.: Solving Ordinary Differential Equations I: Nonstiff Problems. Springer, Berlin (1993)

    MATH  Google Scholar 

  46. Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration. Springer, Berlin (2002)

    Book  MATH  Google Scholar 

  47. Hanke, M.: On the regularization of index 2 differential-algebraic equations. J. Math. Anal. Appl. 151 (1), 236–253 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  48. Haug, E.: Computer-Aided Kinematics and Dynamics of Mechanical Systems. Allyn and Bacon, Boston (1989)

    Google Scholar 

  49. Higham, D.J., Mao, X., Stuart, A.M.: Strong convergence of Euler-type methods for nonlinear stochastic differential equations. SIAM J. Numer. Anal. 40 (3), 1041–1063 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  50. Hindmarsh, A.C., Brown, P.N., Grant, K.E., Lee, S.L., Serban, R., Shumaker, D.E., Woodward, C.S.: Sundials: suite of nonlinear and differential/algebraic equation solvers. ACM Trans. Math. Softw. 31 (3), 363–396 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  51. Hughes, T.J., Franca, L.P., Hulbert, G.M.: A new finite element formulation for computational fluid dynamics: VIII. The Galerkin/least-squares method for advective-diffusive equations. Comput. Methods Appl. Mech. Eng. 73 (2), 173–189 (1989)

    Article  MATH  Google Scholar 

  52. Kirchhoff, G.: Ueber die Auflösung der Gleichungen, auf welche man bei der Untersuchung der linearen Vertheilung galvanischer Ströme geführt wird. Ann. Phys. 148 (12), 497–508 (1847)

    Article  Google Scholar 

  53. Körkel, S., Kostina, E., Bock, H.G., Schlöder, J.P.: Numerical methods for optimal control problems in design of robust optimal experiments for nonlinear dynamic processes. Optim. Methods Softw. 19 (3–4), 327–338 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  54. Kronecker, L.: Algebraische Reduktion der Schaaren bilinearer Formen. Akademie der Wissenschaften Berlin III, 141–155 (1890)

    Google Scholar 

  55. Kunkel, P., Mehrmann, V.: Numerical solution of differential algebraic Riccati equations. Linear Algebra Appl. 137, 39–66 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  56. Kunkel, P., Mehrmann, V.: Differential-Algebraic Equations – Analysis and Numerical Solution. EMS Publishing House, Zürich (2006)

    Book  MATH  Google Scholar 

  57. Lagrange, J.L.: Méchanique analytique. Libraire chez la Veuve Desaint, Paris (1788)

    Google Scholar 

  58. Lamour, R., März, R., Tischendorf, C.: Differential-Algebraic Equations: A Projector Based Analysis. Differential-Algebraic Equations Forum. Springer, Berlin (2013)

    Book  MATH  Google Scholar 

  59. Lang, J.: Adaptive Multilevel Solution of Nonlinear Parabolic PDE Systems: Theory, Algorithm, and Applications, vol. 16. Springer, Berlin (2013)

    Google Scholar 

  60. Lötstedt, P., Petzold, L.: Numerical solution of nonlinear differential equations with algebraic constraints i: convergence results for BDF. Math.Comput. 46, 491–516 (1986)

    Article  MATH  Google Scholar 

  61. Lubich, C.: h 2 extrapolation methods for differential-algebraic equations of index-2. Impact Comput. Sci. Eng. 1, 260–268 (1989)

    Google Scholar 

  62. Lubich, C.: Integration of stiff mechanical systems by Runge-Kutta methods. ZAMP 44, 1022–1053 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  63. Lubich, C., Engstler, C., Nowak, U., Pöhle, U.: Numerical integration of constrained mechanical systems using MEXX. Mech. Struct. Mach. 23, 473–495 (1995)

    Article  Google Scholar 

  64. Lucht, W., Strehmel, K., Eichler-Liebenow, C.: Indexes and special discretization methods for linear partial differential algebraic equations. BIT Numer. Math. 39 (3), 484–512 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  65. März, R.: Differential algebraic systems anew. Appl. Numer. Math. 42 (1), 315–335 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  66. März, R., Tischendorf, C.: Recent results in solving index-2 differential-algebraic equations in circuit simulation. SIAM J. Sci. Comput. 18, 139–159 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  67. Mattson, S., Söderlind, G.: Index reduction in differential-algebraic equations using dummy derivatives. SIAM J. Sci. Comput. 14 (3), 677–692 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  68. Müller, P.C.: Stability of linear mechanical systems with holonomic constraints. Appl. Mech. Rev. 46 (11S), S160–S164 (1993)

    Article  Google Scholar 

  69. Müller, P.C.: Stability and optimal control of nonlinear descriptor systems: a survey. Appl. Math. Comput. Sci. 8, 269–286 (1998)

    MathSciNet  MATH  Google Scholar 

  70. Nagel, L.W., Pederson, D.: Spice (simulation program with integrated circuit emphasis). Technical Report UCB/ERL M382, EECS Department, University of California, Berkeley (1973)

    Google Scholar 

  71. O’Malley, R.E.: Introduction to Singular Perturbations. Academic, New York (1974)

    MATH  Google Scholar 

  72. Petzold, L.: A description of DASSL: a differential/algebraic system solver. In: Proceedings of 10th IMACS World Congress, Montreal, 8–13 August 1982

    Google Scholar 

  73. Plinninger, T., Simeon, B.: Adaptivity in space and time for solving transient problems in COMSOL. In: Proceedings COMSOL Conference Hannover (2008)

    Google Scholar 

  74. Rabier, P., Rheinboldt, W.: Theoretical and numerical analysis of differential-algebraic equations. In: Ciarlet, P., Lions, J. (eds.) Handbook of Numerical Analysis, vol. VIII. Elsevier, Amsterdam (2002)

    Google Scholar 

  75. Reich, S.: On a geometric interpretation of DAEs. Circ. Syst. Signal Process. 9, 367–382 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  76. Reis, T., Stykel, T.: Stability analysis and model order reduction of coupled systems. Math. Comput. Model. Dyn. Syst. 13 (5), 413–436 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  77. Rentrop, P., Roche, M., Steinebach, G.: The application of Rosenbrock–Wanner type methods with stepsize control in differential-algebraic equations. Numer. Math. 55, 545–563 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  78. Rheinboldt, W.: Differential - algebraic systems as differential equations on manifolds. Math. Comput. 43 (168), 2473–482 (1984)

    Article  MathSciNet  Google Scholar 

  79. Rheinboldt, W.: Manpak: a set of algorithms for computations on implicitly defined manifolds. Comput. Math. Appl. 32, 15–28 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  80. Schiehlen, W. (ed.): Multibody System Handbook. Springer, Heidelberg (1990)

    MATH  Google Scholar 

  81. Schwerin, R.: Multibody System Simulation. Springer, Berlin (1999)

    Book  MATH  Google Scholar 

  82. Simeon, B.: Computational Flexible Multibody Dynamics: A Differential-Algebraic Approach. Springer, Heidelberg (2013)

    Book  MATH  Google Scholar 

  83. Simeon, B., Arnold, M.: Coupling DAE’s and PDE’s for simulating the interaction of pantograph and catenary. Math. Comput. Model. Syst. 6, 129–144 (2000)

    Article  MATH  Google Scholar 

  84. Simeon, B., Führer, C., Rentrop, P.: Differential-algebraic equations in vehicle system dynamics. Surv. Math. Ind. 1, 1–37 (1991)

    MathSciNet  MATH  Google Scholar 

  85. Simeon, B., Führer, C., Rentrop, P.: The Drazin inverse in multibody system dynamics. Numer. Math. 64, 521–539 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  86. Weierstrass, K.: Zur Theorie der bilinearen und quadratischen Formen, pp. 310–338. Monatsber. Akad. Wiss., Berlin (1868)

    Google Scholar 

  87. Winkler, R.: Stochastic differential algebraic equations of index 1 and applications in circuit simulation. J. Comput. Appl. Math. 157 (2), 477–505 (2003)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

Over the years, I have had the privilege to meet so many colleagues working in the field of differential-algebraic equations. Our discussions and the stories that were told are an integral part of this survey article, and I would like to thank them all for their invisible but highly acknowledged contribution. It was my academic teacher Peter Rentrop who gave me the chance to do a PhD in this exciting field and who made my participation at various conferences and summer schools possible during the Boom Days. I am more than grateful for his inspiration and support.

Moreover, I wish to sincerely thank all my master and PhD students who worked in this or related fields for their collaboration, their effort, and their patience. Special thanks, finally, goes to Ernst Hairer who read an early version of this manuscript, and to Achim Ilchmann who always encouraged me to continue with this effort.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Bernd Simeon .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Cite this chapter

Simeon, B. (2017). On the History of Differential-Algebraic Equations. In: Ilchmann, A., Reis, T. (eds) Surveys in Differential-Algebraic Equations IV. Differential-Algebraic Equations Forum. Springer, Cham. https://doi.org/10.1007/978-3-319-46618-7_1

Download citation

Publish with us

Policies and ethics