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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Vydáno v:SIAM journal on scientific computing Ročník 20; číslo 2; s. 534 - 552
Hlavní autoři: Sand, J., Burrage, K.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Philadelphia Society for Industrial and Applied Mathematics 1998
ISSN:1064-8275, 1095-7197
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Shrnutí: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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ISSN:1064-8275
1095-7197
DOI:10.1137/S1064827596306562