Preconditioned dynamic iteration for coupled differential-algebraic systems (Q5937097)

The authors study the convergence of distributed time integration methods for coupled differential-algebraic systems of the type \[ \dot y_i(t)= f_i(y, z_i), \] \[ 0= h_i(y, z_i,u),\;i= 1,2,\dots, r,\;r\geq 2,\quad 0= g(y,z). \] Dynamic iteration with a finite number of iteration steps in each window is considered and the error propagation in the stepwise integration from \(t=0\) to \(t= T_e\) is studied. However, non-iterative techniques like multirate and multistep method approaches are covered by this analysis, since they may be interpreted as methods with one single iteration step per window.