A note on discrete dynamic iterations of stiff index-2 DAE's (Q2489412)

Semi-explicit Hessenberg differential-algebraic equations (DAEs) of index 2 with given consistent initial values are considered. Algebraically stable Runge-Kutta (RK) methods are applied to the system of ordinary differential equations (ODEs) which arises from the DAE by differentiating the algebraic equation twice. The discrete RK formulas are solved by dynamic iteration or waveform relaxation methods. The convergence of the dynamic iteration is proved and the existence and uniqueness of a solution of the discretized system are derived.