具有非常量质量矩阵的非线性微分方程的解

Question

If I have a system of nonlinear ordinary differential equations, M(t,y) y' = F(t,y), what is the best method of solution when my mass matrix M is sometimes singular?

I'm working with the following system of equations:

If t=0, this reduces to a differential algebraic equation. However, even if we restrict t>0, this becomes a differential algebraic equation whenever y4=0, which I cannot set a domain restriction to avoid (and is an integral part of the system I am trying to model). My only previous exposure to DAEs is when an entire row is 0 -- but in this case my mass matrix is not always singular.

What is the best way to implement this numerically? So far, I've tried using Python where I add a small number (0.0001) to the main diagonals of M and invert it, solving the equations y' = M^{-1}(t,y) F(t,y). However, this seems prone to instabilities, and I'm unsure if this is a universally appropriate means of regularization.

Python doesn't have any built-in functions to deal with mass matrices, so I've also tried coding this in Julia. However, DifferentialEquations.jl states explicitly that "Non-constant mass matrices are not directly supported: users are advised to transform their problem through substitution to a DAE with constant mass matrices."

I'm at a loss on how to accomplish this. Any insights on how to do this substitution or a better way to solve this type of problem would be greatly appreciated.

Answer 1

The following transformation leads to a constant mass matrix:

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You need to handle the case of y_4 = 0 separately.