Convergence of Waveform Relaxation Methods for Differential-Algebraic Systems

  • Authors:
  • Z. Jackiewicz;M. Kwapisz

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 1996

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Abstract

This paper gives sufficient conditions for existence and uniqueness of solutions and for the convergence of Picard iterations and more general waveform relaxation methods for differential-algebraic systems of neutral type. The results are obtained by the contraction mapping principle on Banach spaces with weighted norms and by the use of the Perron--Frobenius theory of nonnegative and nonreducible matrices. It is demonstrated that waveform relaxation methods are convergent faster than the classical Picard iterations.