Stability and Convergence of the Canonical Euler Splitting Method for Nonlinear Composite Stiff Functional Differential-Algebraic Equations

Abstract

A novel canonical Euler splitting method is proposed for nonlinear composite stiff functional differential-algebraic equations, the stability and convergence of the method is evidenced, theoretical results are further confirmed by some numerical experiments. Especially, the numerical method and its theories can be applied to special cases, such as delay differential-algebraic equations and integral differential-algebraic equations.