A Sparse Differential Algebraic Equation (DAE) and Stiff Ordinary Differential Equation (ODE) Solver in Maple

Abstract

This paper implements efficient numerical methods in Maple to solve index-1 nonlinear Differential Algebraic Equations (DAEs) and stiff Ordinary Differential Equations (ODEs) systems. Single-step methods (like Trapezoid (TR), Implicit-mid point (IMP), Euler-backward (EB), Radau IIA (Rad) methods, TRBDF2, TRX2) and backward-difference formula of order 2 are implemented with adaptive time-stepping methods in Maple to solve index-1 nonlinear DAEs. Maple’s robust and efficient ability to search within a list/set is exploited to identify the sparsity pattern and automatically calculate the analytic Jacobian. The algorithm and implementation are robust and efficient for index-1 DAE problems and scale well for finite difference/finite element discretization of two-dimensional models with system size up to 10,000 nonlinear DAEs and solve the same in a few seconds. The computational efficiency of the proposed algorithm (provided as an open-access code) compares favorably with the commercial solver gPROMs, one of the most commonly used sparse DAE solvers in the industry.