Implicit parallel peer methods for stiff initial value problems
β Scribed by B.A. Schmitt; R. Weiner; K. Erdmann
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 171 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0168-9274
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## Abstract A class of twoβstep waveform relaxation methods is established and studied for solving implicit linear initial value problems, which, in particular, includes the alternating direction implicit waveform relaxation (ADIWR) methods. The convergence property of the ADIWR methods is studied
The numerical approximation of solutions of differential equations has been and continues to be one of the principal concerns of numerical analysis. Linear multistep methods and, in particular, backward differentiation formulae (BDFs) are frequently used for the numerical integration of stiff initia