A globally stable algorithm for the integration of high-index differential-algebraic systems

Abstract

The problem of constraint stabilization and numerical integration for differential-algebraic systems is addressed using Lyapunov theory. It is observed that the application of stabilization methods which rely on a linear feedback mechanism to nonlinear systems may result in trajectories with finite escape time. To overcome this problem we propose a method based on a nonlinear stabilization mechanism which guarantees the global existence and convergence of the solutions. Discretization schemes, which preserve the properties of the method, are also presented. The results are illustrated by means of the numerical integration of a slider-crank mechanism.