Waveform relaxation methods for periodic differential–functional systems
نویسندگان
چکیده
منابع مشابه
Parareal Schwarz Waveform Relaxation Methods
Solving an evolution problem in parallel is naturally undertaken by trying to parallelize the algorithm in space, and then still follow a time stepping method from the initial time t = 0 to the final time t = T . This is especially easy to do when an explicit time stepping method is used, because in that case the time step for each component is only based on past, known data, and the time stepp...
متن کاملOn Sor Waveform Relaxation Methods
Waveform relaxation is a numerical method for solving large-scale systems of ordinary differential equations on parallel computers. It differs from standard iterative methods in that it computes the solution on many time levels or along a continuous time interval simultaneously. This paper deals with the acceleration of the standard waveform relaxation method by successive overrelaxation (SOR) ...
متن کاملWaveform relaxation methods for implicit differential equations
We apply a Runge-Kutta-based waveform relaxation method to initial-value problems for implicit differential equations. In the implementation of such methods, a sequence of nonlinear systems has to be solved iteratively in each step of the integration process. The size of these systems increases linearly with the number of stages of the underlying Runge-Kutta method, resulting in high linear alg...
متن کاملWaveform Relaxation Methods for Stochastic Differential Equations
The solution of complex and large scale systems plays a crucial role in recent scientific computations. In particular, large scale stochastic dynamical systems represent very complex systems incorporating the random appearances of physical processes in nature. The development of efficient numerical methods to study such large scale systems, which can be characterized as weakly coupled subsystem...
متن کاملPreconditioning Waveform Relaxation Iterations for Differential Systems
We discuss preconditioning and overlapping of waveform relaxation methods for sparse linear diierential systems. It is demonstrated that these techniques signiicantly improve the speed of convergence of the waveform relaxation iterations resulting from application of various modes of block Gauss-Jacobi and block Gauss-Seidel methods to diierential systems. Numerical results are presented for li...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2003
ISSN: 0377-0427
DOI: 10.1016/s0377-0427(03)00386-8