Two-stage waveform relaxation method for the initial value problems with non-constant coefficients

Hassanzadeh Z., Salkuyeh D. K.

Computational and Applied Mathematics, vol.33, no.3, pp.641-654, 2014 (SCI-Expanded) identifier

  • Publication Type: Article / Article
  • Volume: 33 Issue: 3
  • Publication Date: 2014
  • Doi Number: 10.1007/s40314-013-0086-7
  • Journal Name: Computational and Applied Mathematics
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.641-654
  • Keywords: Euler method, Inner/outer, M-splitting, Ordinary differential equations, Two-stage, Waveform relaxation method
  • Istanbul Gelisim University Affiliated: No

Abstract

In this paper, we present a two-stage waveform relaxation method applied to the initial value problems for the linear systems of ordinary differential equations in the form(formula presented). By making use of the forward Euler method, we derive sufficient conditions for the convergence of this method, when(formula presented) is M-matrix for every(formula presented). Finally some numerical experiments are given to illustrate some of the theoretical results.