Computing periodic solutions of linear differential-algebraic equations by waveform relaxation

Jiang, Yao-Lin; Chen, Richard

doi:10.1090/S0025-5718-04-01665-5

Computing periodic solutions of linear differential-algebraic equations by waveform relaxation
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by Yao-Lin Jiang and Richard M. M. Chen PDF

Math. Comp. 74 (2005), 781-804 Request permission

Abstract:

We propose an algorithm, which is based on the waveform relaxation (WR) approach, to compute the periodic solutions of a linear system described by differential-algebraic equations. For this kind of two-point boundary problems, we derive an analytic expression of the spectral set for the periodic WR operator. We show that the periodic WR algorithm is convergent if the supremum value of the spectral radii for a series of matrices derived from the system is less than 1. Numerical examples, where discrete waveforms are computed with a backward-difference formula, further illustrate the correctness of the theoretical work in this paper.

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