A Jacobi Waveform Relaxation Method for ODEs

Abstract

A Jacobi waveform relaxation method for solving initial value problems for ordinary diierential equations (ODEs) is presented. In each window the method uses a technique called dynamic tting and a pair of continuous Runge-Kutta formulas to produce the initial waveform, after which a xed number of waveform iterates are computed. The reliability and eecacy of… (More)
DOI: 10.1137/S1064827596306562

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Cite this paper

@article{Sand1998AJW, title={A Jacobi Waveform Relaxation Method for ODEs}, author={J\orgen Sand and Kevin Burrage}, journal={SIAM J. Scientific Computing}, year={1998}, volume={20}, pages={534-552} }