An algorithm for the computation of consistent initial values for differential–algebraic equations

We use boundary value methods to compute consistent initial values for fully implicit nonlinear differential-algebraic equations. The obtained algorithm uses variable order formulae and a deferred correction technique to evaluate the error. A rigorous theory is stated for nonlinear index 1, 2 and 3 DAEs of Hessenberg form. Numerical tests on classical index 1, 2 and 3 DAE problems are reported. This revised version was published online in June 2006 with corrections to the Cover Date.