A. Hadjidimos et al., Analysis of iterative line spline collocation methods for elliptic partialdifferential equations, SIAM J MATR, 21(2), 2000, pp. 508-521
In this paper we present the convergence analysis of iterative schemes for
solving linear systems resulting from discretizing multidimensional linear
second-order elliptic partial differential equations (PDEs) defined in a hy
perparallelepiped Omega and subject to Dirichlet boundary conditions on som
e faces of Omega and Neumann on the others, using line cubic spline colloca
tion (LCSC) methods. Specifically, we derive analytic expressions or obtain
sharp bounds for the spectral radius of the corresponding Jacobi iteration
matrix and from this we determine the convergence ranges and compute the o
ptimal parameters for the extrapolated Jacobi and successive overrelaxation
(SOR) methods. Experimental results are also presented.