WAVE-FORM RELAXATION WITH OVERLAPPING SPLITTINGS

Authors
Citation
R. Jeltsch et B. Pohl, WAVE-FORM RELAXATION WITH OVERLAPPING SPLITTINGS, SIAM journal on scientific computing, 16(1), 1995, pp. 40-49
Citations number
12
Categorie Soggetti
Computer Sciences",Mathematics
ISSN journal
10648275
Volume
16
Issue
1
Year of publication
1995
Pages
40 - 49
Database
ISI
SICI code
1064-8275(1995)16:1<40:WRWOS>2.0.ZU;2-6
Abstract
In this paper, an extension of the waveform relaxation algorithm for s olving large systems of ordinary differential equations is presented. The waveform relaxation algorithm is well suited for parallel computat ion because it decomposes the solution space into several disjoint sub spaces. Allowing the subspaces to overlap, i.e., dropping the assumpti on of disjointedness, an extension of this algorithm is obtained. This new algorithm, the so-called multisplitting algorithm, is also well s uited for parallel computation. As numerical examples demonstrate, thi s overlapping of the subsystems heavily reduces the computation time.