We have enough pieces of the story of Rudolf Diesel’s life that remain consistent that we can fairly confidently construct his biography. But the way his life ended will forever be a mystery. 
Research:

Harford, Tim. “How Rudolf Diesel's engine changed the world.” BBC. Dec. 19, 2016. https://www.bbc.com/news/business-38302874
“Rudolf Diesel and his invention.” Mercedes-Benz. Feb 21, 2011. https://group-media.mercedes-benz.com/marsMediaSite/en/instance/ko.xhtml?oid=9361302
Bryant, Lynwood. “The Development of the Diesel Engine.” Technology and Culture, vol. 17, no. 3, 1976, pp. 432–46. JSTOR, https://doi.org/10.2307/3103523
“Dr. Rudolf Diesel Dead, It Is Feared.” The San Francisco Examiner. Oct. 1, 1913. https://www.newspapers.com/image/460520428/?terms=%22rudolf%20diesel%22&match=1
Britannica, The Editors of Encyclopaedia. "Rudolf Diesel". Encyclopedia Britannica, 14 Mar. 2022, https://www.britannica.com/biography/Rudolf-Diesel
“Dr. Diesel Vanishes From a Steamship.” New York Times. Oct. 1, 1913. https://timesmachine.nytimes.com/timesmachine/1913/10/01/100408236.pdf?pdf_redirect=true&ip=0
“No Light on Diesel’s Fate.” New York Times. October 3, 1913. https://timesmachine.nytimes.com/timesmachine/1913/10/03/100650746.pdf?pdf_redirect=true&ip=0
“Diesel Family in Straits.” New York Times. Oct. 13, 1913. https://timesmachine.nytimes.com/timesmachine/1913/10/13/104913506.pdf?pdf_redirect=true&ip=0
“The Tragedy of Genius.” Holyrood Banner. Jan. 8, 1914. https://www.newspapers.com/image/485723537/?terms=%22rudolf%20diesel%22&match=1
“Diesel Was Bankrupt.” New York Times. Oct. 15, 1913. https://timesmachine.nytimes.com/timesmachine/1913/10/15/100651861.pdf?pdf_redirect=true&ip=0
“No Ray of Light in Diesel Mystery.” New York Times. Oct. 2, 1913. https://timesmachine.nytimes.com/timesmachine/1913/10/02/100408778.pdf?pdf_redirect=true&ip=0
“Reports Dr. Diesel Living in Canada.” New York Times. March 16, 1914. https://timesmachine.nytimes.com/timesmachine/1914/03/16/100084107.pdf?pdf_redirect=true&ip=0
Lewis, Danny. “When the Inventor of the Diesel Engine Disappeared.” Smithsonian. Sept 29, 2016. https://www.smithsonianmag.com/smart-news/when-inventor-diesel-engine-disappeared-180960635/#dzfOXtDDTgWXFGi4.99
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