Waveform Relaxation Methods for Functional Differential Systems of Neutral Type

We investigate continuous-time and discretized waveform relaxation iterations for functional differential systems of neutral type. It is demonstrated that continuous-time iterations converge linearly for neutral 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 aspects are discussed. Numerical results are presented which indicate a potential speedup of this technique as compared with the classical approach based on discrete variable methods