Convergence of the parallel chaotic waveform relaxation method for stiff systems

  • Authors:
  • Dongjin Yuan;Kevin Burrage

  • Affiliations:
  • Department of Mathematics, Yangzhou University, JiangSu 225002, People's Republic of China;Department of Mathematics, University of Queensland, St. Lucia, Qld. 4072, Australia

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2003

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Abstract

In this paper, we establish several algorithms for parallel chaotic waveform relaxation methods for solving linear ordinary differential systems based on some given models. Under some different assumptions on the coefficient matrix A and its multisplittings we obtain corresponding sufficient conditions of convergence of the algorithms. Also a discussion on convergence speed comparison of synchronous and asynchronous algorithms is given.