AN ERROR ANALYSIS OF ITERATED DEFECT CORRECTION METHODS FOR LINEAR DIFFERENTIAL-ALGEBRAIC EQUATIONS

Asymptotic expansions of the global error of iterated defect correctio n (IDeC) techniques based on the implicit Euler method for linear diff erential-algebraic equations (dae's) of arbitrary index are analyzed. The dependence of the maximum attainable convergence order on the degr ee of the interpolating polynomial, number of defect correction steps, and on the index of the differential-algebraic system is given. The e fficiency of IDeC method and extrapolation is compared on the basis of numerical experiments and comparing computational cost for both metho ds. Linear time-varying differential-algebraic equations are investiga ted by presenting numerical results and extending theoretical results for constant coefficient to these problems.