On solving implicit differential equations on parallel computers

We construct and analyse integration methods for solving initial value problems for implicit differential equations (IDEs) that can be efficiently used on parallel computer systems. We construct an IDE method for general IDEs of arbitrarily high index, and two methods that can be applied to partitioned IDEs. The partitioned IDE methods both exploit the special form of the problem and converge faster than the general IDE method. The first partitioned IDE method is suitable for higher-index problems, the second partitioned IDE method only applies to index 1 problems, but is considerably less expensive on parallel computers. This paper presents the results presented in June 1995 at the Seminario Matematico e Fisico organized by the Mathematics Department of the Polytechnics University of Milano. Conferenza tenuta da P.J. van der Houwen il 5 giugno 1995