Two stage waveform relaxation method for the initial value problems of differential-algebraic equations
A two stage strategy for waveform relaxation (TSWR) iterations is considered, with applications to initial value problems for differential-algebraic equations (DAEs) of the form \(A\dot y(t)+ + By(t)= f(t)\). Outer iterations of TSWR are defined by \[ M_A\dot y^{((k+1)}(t) +M_1y^{(k+1)}(t)= N_1\dot y(k)^{(t)}+ N_A\dot y^{(k)}(t)+ f(t), \] where \(A= M_A- N_A\), \(B= M_1- N_1\), and each iteration \(y^{(k+1)}(t)\) is computed using an inner iterative process, with \(U_K\) of inner iterations based on another splitting \(M_1= M_2- N_2\). The discretized TSWR of DAEs is realized by the means of the Theta method. When \(M_A\) is an Hermitian positive semidefinite matrix with P-regular splittings, the convergence and the comparison theorems of TSWR are analyzed. Finally, the numerical examples are presented.
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