Stable numerical integration of dynamical systems subject to equality state-space constraints

Numerical simulation of constrained dynamical systems is known to exhibit stability problems even when the unconstrained system can be simulated in a stable manner. We show that not the constraints themselves, but the transformation of the continuous set of equations to a discrete set of equations is the true source of the stability problem. A new theory is presented that allows for stable numerical integration of constrained dynamical systems. The derived numerical methods are robust with respect to errors in the initial conditions and stable with respect to errors made during the integration process. As a consequence, perturbations in the initial conditions are allowed. The new theory is extended to the case of constrained mechanical systems. Some numerical results obtained when implementing the numerical method here developed are shown.

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