Arbitrary order Krylov deferred correction methods for differential algebraic equations

In this paper, a new framework for the construction of accurate and efficient numerical methods for differential algebraic equation (DAE) initial value problems is presented. The methods are based on applying spectral deferred correction techniques as preconditioners to a Picard integral collocation formulation for the solution. The resulting preconditioned nonlinear system is solved using Newton-Krylov schemes such as the Newton-GMRES method. Least squares based orthogonal polynomial approximations are computed using Gaussian type quadratures, and spectral integration is used to avoid the numerically unstable differentiation operator. The resulting Krylov deferred correction (KDC) methods are of arbitrary order of accuracy and very stable. Preliminary results show that these new methods are very competitive with existing DAE solvers, particularly when high precision is desired.