Alternating splitting waveform relaxation method and its successive overrelaxation acceleration

Zhong Zhi Bai, Michael K. Ng, Jian Yu Pan

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

For the large sparse implicit linear initial value problem, we present a block successive overrelaxation scheme for the alternating direction implicit waveform relaxation method to further accelerate its convergence speed, and discuss the convergence property of the resulting iteration method in detail. Numerical implementations about several non-Hermitian implicit linear initial value problems show that the alternating direction implicit waveform relaxation method is very effective, and the block successive overrelaxation technique really accelerates its convergence speed.

Original languageEnglish
Pages (from-to)157-170
Number of pages14
JournalComputers and Mathematics with Applications
Volume49
Issue number2-3
DOIs
StatePublished - Jan 2005
Externally publishedYes

Keywords

  • Alternating direction implicit iteration
  • Block successive overrelaxation
  • Implicit linear initial value problem
  • Waveform relaxation method

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