Consistent Initialization for Nonlinear Index-2 Differential–Algebraic Equation: Large Sparse Systems in MATLAB

An important component of any initial-value solver for higher-index differential–algebraic equations consists in the computation of consistent initial values. In a recent paper 5], an algorithm is proposed which is applicable to a very general class of index-2 systems. Unfortunately, the computational expense is rather high. We present a modification of this approach, which gives rise to a MATLAB implementation capable of handling systems of moderate dimension (several thousands of unknowns). The algorithm is illustrated by examples.