A Flow-on-Manifold Formulation of Differential-Algebraic Equations

We derive a flow formulation of differential-algebraic equations (DAEs), implicit differential equations whose dynamics are restricted by algebraic constraints. Using the framework of derivatives arrays and the strangeness-index, we identify the systems that are uniquely solvable on a particular set of initial values and thus possess a flow, the mapping that uniquely relates a given initial value with the solution through this point. The flow allows to study system properties like invariant sets, stability, monotonicity or positivity. For DAEs, the flow further provides insights into the manifold onto which the system is bound to and into the dynamics on this manifold. Using a projection approach to decouple the differential and algebraic components, we give an explicit representation of the flow that is stated in the original coordinate space. This concept allows to study DAEs whose dynamics are restricted to special subsets in the variable space, like a cone or the nonnegative orthant.