NUMERICAL INTEGRATION OF HIGH INDEX

DAEs
The pendulum problem is the standard academic
example. In this case, the index problem arises due
to the assumptions used in model development
(use of Cartesian co-ordinates when rigidity of the
pendulum implies the x and y positions are not
independent).
For comparison purposes, if the model is
reformulated in polar co-ordinates, we get:

g
L
sin() 0
where is the angle of rotation.
The index of this model is 0 (an ODE). Hence, the
numerical solution to this model is a reference by
which numerical solutions to the index 3 model can
be judged.
Note that in the following, only the solution found
by the method of dummy derivatives is virtually
indistinguishable from that of the index 0 model.
NUMERICAL INTEGRATION OF HIGH INDEX
DAEs
CASE 1: SOLVE FROM CONSISTENT INITIAL
CONDITIONS WITH STANDARD CODE
All case studies are solved from the consistent
initial condition defined by the solution to the
equations:
mx(0)
(0)x(0)
L
0
my(0)
(0)y(0)
L
mg
x(0)2 y(0)2 L2
2x(0)x(0) 2y(0)y(0) 0
2x(0)x(0) 2y(0)y(0) 2x(0)2 2y(0)2 0
y(0) 0
y(0) 0
For this problem, standard code will take a few
steps, then cut the step size to zero and terminate
abnormally.
Since a high index problem is not the only cause of
this type of behaviour, the user is left clueless as to
what to do next.
NUMERICAL INTEGRATION OF HIGH INDEX
DAEs
CASE 2: SOLVE USING METHOD SUGGESTED
BY GEAR AND PETZOLD (1984)
Gear and Petzold (1984) suggested deriving the
underlying index 1 system from a high index
system using differentiation, and then submitting
this index 1 system to a standard solver.
For the pendulum example, this process yields the
index 1 system:
mx
x
L
0
my
y
L
mg
2xx 2yy 2x 2 2y 2 0
PROBLEM: solution set of this system is bigger
than original index 1 system. The solution satisfies
the second derivative of the path constraint
x 2 y2 L2 rather than the path constraint itself.
In practice, even given consistent initial conditions,
rounding and truncation error lead to a disastrous
deviation from the path constraint (see overleaf).
METHOD OF GEAR AND PETZOLD (1984)
RESULTS
The incredible shrinking pendulum!!
ABACUSS Dynamic Simulation
X
Y
Values
-1.10 Time
-1.00