Convergence of waveform relaxation methods for differential-algebraic systems

This paper gives sufficient conditions for existence and uniqueness of solutions and for the convergence of Picard iterations and more general waveform relaxation methods for differential-algebraic systems of neutral type. The results are obtained by the contraction mapping principle on Banach spaces with weighted norms and by the use of the Perron-Frobenius theory of nonnegative and nonreducible matrices. It is demonstrated that waveform relaxation methods are convergent faster than the classical Picard iterations.