# ConstrainedSystems.jl

*tools for solving constrained dynamical systems*

\[\def\ddt#1{\frac{\mathrm{d}#1}{\mathrm{d}t}} \renewcommand{\vec}{\boldsymbol} \newcommand{\uvec}[1]{\vec{\hat{#1}}} \newcommand{\utangent}{\uvec{\tau}} \newcommand{\unormal}{\uvec{n}} \renewcommand{\d}{\,\mathrm{d}}\]

This package contains several tools for solving and advancing (large-scale) dynamical systems with constraints. These systems generically have the form

\[\ddt{y} = L u - B_{1}^{T} z + r_{1}(y,t), \quad B_{2} y = r_{2}(t), \quad y(0) = y_{0}\]

where $y$ is a state vector, $L$ is a linear operator with an associated matrix exponential (integrating factor), and $z$ is a constraint force vector (i.e., Lagrange multipliers). Systems of this type might arise from, e.g., incompressible fluid dynamics, rigid-body mechanics, or couplings of such systems.

Some of the key components of this package are

Tools for solving linear algebra problems with constraints and associated Lagrange multipliers, known generically as

*saddle point systems*. The sizes of these systems might be large.Time integrators that can incorporate these constraints, such as half-explicit Runge-Kutta (HERK) and integrating factor Runge-Kutta (IFRK), or their combination (IF-HERK). These

extend the tools in the DifferentialEquations.jl package, and utilize the same basic syntax for setting up a problem and solving it.

- Allowance for variable constraint operators B<sub>1</sub><sup>T</sup> and B<sub>2</sub>,

through the use of a variable parameter argument and an associated parameter update function.

- The ability to add an auxiliary (unconstrained) system of equations that the

constraint operators $B_1^T$ and $B_2$ depend upon.

## Installation

This package works on Julia `1.4`

and above and is registered in the general Julia registry. To install from the REPL, type e.g.,

`] add ConstrainedSystems`

Then, in any version, type

`julia> using ConstrainedSystems`

The plots in this documentation are generated using Plots.jl. You might want to install that, too, to follow the examples.