The term differential-algebraic equation was coined to comprise
differential equations with constraints (differential equations on
manifolds) and singular implicit differential equations. Such
problems arise in a variety of applications, e.g. constrained
mechanical systems, fluid dynamics, chemical reaction kinetics,
simulation of electrical networks, and control engineering. From a
more theoretical viewpoint, the study of differential-algebraic
problems gives insight into the behaviour of numerical methods for
stiff ordinary differential equations. These lecture notes provide
a self-contained and comprehensive treatment of the numerical
solution of differential-algebraic systems using Runge-Kutta
methods, and also extrapolation methods. Readers are expected to
have a background in the numerical treatment of ordinary
differential equations. The subject is treated in its various
aspects ranging from the theory through the analysis to
implementation and applications.
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