Fractional step methods for index-1 differential-algebraic equations

Abstract

In the numerical solution of ordinary differential systems, the method of fractional steps (also known as operator splitting) yields high-order accurate schemes based on separate, computationally convenient treatments of distinct physical effects. Such schemes are equally desirable but much less accurate for semi-explicit index-1 differential-algebraic equations (DAEs). In the first half of this note, it is shown that naı¨ve application to DAEs of standard splitting schemes suffers from order reduction: both first and second-order schemes are only first-order accurate for DAEs. In the second half of this note, a new family of higher-order splitting schemes for semi-explicit index-1 DAEs is developed. The new schemes are based on a deferred correction paradigm in which an error equation is solved numerically, and therefore inherit a simple computationally convenient structure. Higher-order convergence of the new schemes is proved, and numerical results confirm the expected order of accuracy in addition to establishing efficiency.