WAVE-FORM RELAXATION WITH OVERLAPPING SPLITTINGS

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.