A JACOBI WAVE-FORM RELAXATION METHOD FOR ODES

Authors
Citation
J. Sand et K. Burrage, A JACOBI WAVE-FORM RELAXATION METHOD FOR ODES, SIAM journal on scientific computing (Print), 20(2), 1999, pp. 534-552
Citations number
21
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
10648275
Volume
20
Issue
2
Year of publication
1999
Pages
534 - 552
Database
ISI
SICI code
1064-8275(1999)20:2<534:AJWRMF>2.0.ZU;2-R
Abstract
A Jacobi waveform relaxation (WR) method for solving initial value pro blems for ordinary differential equations (ODEs) is presented. In each window the method uses a technique called dynamic fitting and a pair of continuous Runge{Kutta (RK) formulas to produce the initial wavefor m, after which a fixed number of waveform iterates are computed. The r eliability and efficacy of the method are demonstrated numerically by applying it to qualitatively different problems for linear tridiagonal ODEs.