Krylov-ROW methods for DAEs of index 1 with applications to viscoelasticity (Q1772817)

The author investigates the problem of numerical solving a system of differential-algebraic equations (DAEs) of index 1 \[ {y}' = f(y,z),\quad 0 = g(y,z), \] \(y \in \mathbb{R}^m,\quad z \in \mathbb{R}^n,\) in the case of its high-dimension and stiffness. The method under consideration is the Rosenbrock one for ordinary differential equations (ODEs) that is modified for DAEs by two ways. The first, indirect approach, consist of a step-wise resolution of the finite subsystem with respect to the variables \(z = G(y)\), and the second, direct approach, is based on a regular perturbation of the DAE \[ {y}' = f(y,z),\quad \varepsilon {z}' = g(y,z). \] The Rosenbrock iteration contains an algebraic part, and this part is resolved by one of iteration methods of Krylov type. The main results of the paper are a theorem that presents the structure of the Krylov space \(K_n (g_z ,g)\), and numerical tests with a model problem of a displacement calculation of a thin plate under plane strain. Viscoelasticity integral equations are discretized on the spatial variable by the finite element method. The algebraic part of the Rosenbrock iteration is resolved by the GMRES variant of the Krylov method. In addition, the known RODAS method of \textit{E. Hairer} and \textit{G. Wanner} [Solving ordinary differential equations. II: Stiff and differential-algebraic problems. 2nd rev. ed (1996; Zbl 0859.65067)] was used for comparison. The author's conclusion is that the usual limitation of the dimension of the Krylov space as for ODEs, is not suitable in the DAE case.