DDAE: an integrator for ODEs, DAEs and DDEs, part I

P. W. Sharp, F. Krogh


DDAE is a variable order, variable stepsize Adams and BDF Fortran integrator for
solving initial-value ordinary differential equations (ODEs), initial-value
differential-algebraic equations (DAEs) of index 0 and 1, and delay
differential equations (DDEs). The differential equations can be mixed order,
and the DDEs can have both state-dependent and multiple delays and can include

DDAE has a large number of optional inputs. Options permit the user to
perform a wide range of tasks and to take advantage of features of a problem
to improve efficiency. The options include those for varying the
interpolation, saving the solution, controlling the stepsize and order
selection, and solving for g-stops. DDAE also has reverse communication (returning
to the driver calling DDAE for function evaluations) as
an option. This makes it easy for the user to call DDAE from other software
and to use special software for solving linear equations.

A distinctive feature of DDAE is the ability to group the equations
and use different options for different groups. This can
lead to a marked reduction in the CPU time. For
example, the equations could be divided into non-stiff and stiff
equations, and Adams and BDF methods
used for the two groups respectively.

This report summarises the features of DDAE with an emphasis on the options.

ODE, DAE, DDE, multistep integrator

Math Review Classification
Primary 65L06, 65L80, 65Q05

Last Updated
Juky 16

17 pages

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