WAVE-FORM RELAXATION METHODS FOR FUNCTIONAL-DIFFERENTIAL SYSTEMS OF NEUTRAL TYPE

We investigate continuous-time and discretized waveform relaxation ite rations for functional differential systems of neutral type. It is dem onstrated that continuous-time iterations converge linearly for neutra l equations and superlinearly when the right hand side is independent of the history of the derivative of the solution. The error bounds for discretized iterations are also obtained and some implementation aspe cts are discussed. Numerical results are presented which indicate a po tential speedup of this technique as compared with the classical appro ach based on discrete variable methods. (C) 1997 Academic Press.