Some remarks on solvability and various indices for implicit differential equations

Abstract

It has been shown [17,18,21] that the notion of index for DAEs (Differential Algebraic Equations), or more generally implicit differential equations, could be interpreted in the framework of the formal theory of PDEs. Such an approach has at least two decisive advantages: on the one hand, its definition is not restricted to a “state-space” formulation (order one systems), so that it may be computed on “natural” model equations coming from physics (which can be, for example, second or fourth order in mechanics, second order in electricity, etc.) and there is no need to destroy this natural way through a first order rewriting. On the other hand, this formal framework allows for a straightforward generalization of the index to the case of PDEs (either “ordinary” or “algebraic”). In the present work, we analyze several notions of index that appeared in the literature and give a simple interpretation of each of them in the same general framework and exhibit the links they have with each other, from the formal point of view. Namely, we shall revisit the notions of differential, perturbation, local, global indices and try to give some clarification on the solvability of DAEs, with examples on time-varying implicit linear DAEs. No algorithmic results will be given here (see [34,35] for computational issues) but it has to be said that the complexity of computing the index, whatever approach is taken, is that of differential elimination, which makes it a difficult problem. We show that in fact one essential concept for our approach is that of formal integrability for usual DAEs and that of involution for PDEs. We concentrate here on the first, for the sake of simplicity. Last, because of the huge amount of work on DAEs in the past two decades, we shall mainly mention the most recent results.