Two-step waveform relaxation methods for implicit linear initial value problems

✍ Scribed by Jian-Yu Pan; Zhong-Zhi Bai; Michael K. Ng

• Publisher: John Wiley and Sons
• Year: 2005
• Tongue: English
• Weight: 123 KB
• Volume: 12
• Category: Article
• ISSN: 1070-5325
• DOI: 10.1002/nla.416

✦ Synopsis

Abstract

A class of two‐step 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 in depth under suitable conditions, and their computing behaviour is illustrated by numerical examples. Moreover, we discuss about the choice of the optimal parameters involved in the ADIWR methods. Copyright © 2004 John Wiley & Sons, Ltd.