Joint work for a scipy solve_dae function

[JonasBreuling]

Dear Laurent,

we discussed already about the extension of scipy's capabilities in solving differential algebraic equations in your (PR)(scipy/scipy#13068).

In the meantime I have investigated the capabilities of extending scipy's Radau and BDF methods for systems of the form M y' = f(t, y). This work's quiet nice if the systems are of index 1. Moreover, I'm interested in solving implicit differential equations (or differential algebraic equations) of the form F(t, y, y') = 0. Using this formulation saves some time in the linear algebra and is more flexible compared to usage of a mass matrix. Therefore, I've created a new repository called scipy_dae. I've added a new base class DAESolver and a solve_dae function. If you are interested in collaboration reach out. I think we have a lot of common interest.

Best regards
Jonas