Strang-type preconditioners applied to ordinary and neutral differential-algebraic equations. (Q2897407)

The authors apply the theory on boundary value methods (BVMs) to numerically solve linear ordinary and neutral differential-algebraic equations.NEWLINENEWLINEThe coefficient matrix of the linear systems obtained after the discretization procedure has the structure of a sparse block quasi-Toeplitz matrix. From the literature, it is known that the solution of such kind of systems may be conveniently carried out by the aid of Strang preconditioners or variants of them, which accelerate the convergence rate of iterative methods such as the GMRES method.NEWLINENEWLINEThe authors borrow these techniques and show, from both a theoretical and numerical viewpoint, their effectiveness when applied to these classes of continuous problems. In particular they give conditions on both the method and the continuous problem which assure the invertibility of the preconditioners as well as a significant clustering of the spectra of the corresponding preconditioned systems. A few examples are reported to confirm the theoretical results.