On sinc discretization method and block-tridiagonal preconditioning for second-order differential-algebraic equations (Q1699382)

The authors develop a sinc discretization method to solve linear systems of boundary value problems of differential-algebraic equations (DAEs) \[ Ay''(x)+By'(x)+C(x)y(x)=f(x),\quad a<x<b , \] under the boundary conditions \(y(a)=y(b)=0\). At least one of the matrices \(A,B\in{\mathbb R}^{m\times m}\) is singular and \(C:[a,b]\to{\mathbb R}^{m\times m}\), \(f:[a,b]\to{\mathbb R}^m\) are assumed to be continuous. It is shown that the discretizations converge to the actual solutions of the DAEs exponentially. Here, the discrete solution is determined by a large and ill-conditioned linear system. In order to efficiently solve it, block-tridiagonal preconditioners for the iterative methods are constructed. Moreover, bounds for the eigenvalues of the preconditioned matrices are derived. Finally, four numerical experiments to illustrate the effective performance and applicability of the method are given.