In Chaps. 2 and 3 we were concerned mainly with the numerical solution of ordinary differential equations of the form y′ = f(x, y). However, there are problems which are more general than this and require special methods for their solution. One such class of problems are differential algebraic equations (DAEs). An important class of DAEs are those which can be written with a mass matrix M, where the matrix M is singular. Another important class of problems are differential equations subjected to constraints. In this chapter we discuss solution methods for these classes of equations. As we will see DAEs are often considerably more difficult to solve than ODEs.