A Jacobi Waveform Relaxation Method for ODEs
A Jacobi waveform relaxation (WR) method for solving initial value problems 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 waveform, after which a fi...
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| Published in: | SIAM journal on scientific computing Vol. 20; no. 2; pp. 534 - 552 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Philadelphia
Society for Industrial and Applied Mathematics
1998
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| ISSN: | 1064-8275, 1095-7197 |
| Online Access: | Get full text |
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| Summary: | A Jacobi waveform relaxation (WR) method for solving initial value problems 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 waveform, after which a fixed number of waveform iterates are computed. The reliability and efficacy of the method are demonstrated numerically by applying it to qualitatively different problems for linear tridiagonal ODEs. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 content type line 14 ObjectType-Article-2 ObjectType-Feature-1 content type line 23 |
| ISSN: | 1064-8275 1095-7197 |
| DOI: | 10.1137/S1064827596306562 |