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On the analysis of spectral deferred corrections for diff...
[Submitted on 23 Jan 2026 (v1), last revised 18 Jun 2026 (this v · 2026-06-19 · via math updates on arXiv.org

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Abstract:In this paper, we present a new spectral deferred corrections (SDC) method to solve semi-explicit differential-algebraic equations (DAEs) with the ability to be parallelized. The new scheme restricts numerical integration to differential equations. In Y. Xia et al. (2007), it was shown that each correction elevates the order of the solution by one. We show that this carries over to the new SDC scheme. The derivation of the method combines the approach of SDC and the idea to enforce the algebraic constraints without numerical integration as shown in the $\varepsilon$-embedding method by E. Hairer and G. Wanner (1996). Keeping the algebraic equations as an implicit condition of the system allows an efficient solve of semi-explicit DAEs with high-accuracy. The proposed scheme is compared with other DAE methods. We demonstrate that the proposed SDC scheme is competitive with Runge-Kutta methods for DAEs in terms of accuracy and its parallelized versions are very efficient compared to their associated sequential SDC variants.

Submission history

From: Lisa Wimmer [view email]
[v1] Fri, 23 Jan 2026 13:48:23 UTC (2,259 KB)
[v2] Thu, 18 Jun 2026 06:25:08 UTC (2,549 KB)