The Differential Transform Method as an Effective Tool to Solve Implicit Hessenberg Index-3 Differential-Algebraic Equations

Differential-algebraic equations (DAEs) are important tools to model complex problems in various application fields easily. Those DAEs with an index-3, even the linear ones, are known to cause problems when solving them numerically. The present article proposes a new algorithm together with its multistage form to efficiently solve a class of nonlinear implicit Hessenberg index-3 DAEs. This algorithm is based on the idea of applying the differential transform method (DTM) directly to the DAE without applying the traditional index reduction methods, which can be complex and often result in violations of the DAE constraints. Also, to deal with the nonlinear terms in the DAE, we approximate them using the Adomian polynomials. This new idea has given us a simple and efficient algorithm, which involves the solution of linear algebraic systems except for the initial recursion terms. This algorithm is easy to implement in Maple or Mathematica. Furthermore, to enlarge the interval of convergence of the power series solution obtained from the DTM, an algorithm for the multistage DTM is also given. Both algorithms are applied to solve two examples of highly nonlinear implicit index-3 Hessenberg DAEs. Numerical results show that the DTM can determine the exact solution in convergent power series, while the multistage DTM can compute accurate numerical solutions over large intervals.