Alternating splitting waveform relaxation method and its successive overrelaxation acceleration |
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| Affiliation: | State Key Laboratory of Scientific/Engineering Computing Institute of Computational Mathematics and Scientific/Engineering Computing Academy of Mathematics and System Sciences Chinese Academy of Sciences P.O. Box 2719, Beijing 100080, P.R. China;Department of Mathematics The University of Hong Kong Pokfulam Road, Hong Kong;State Key Laboratory of Scientific/Engineering Computing Institute of Computational Mathematics and Scientific/Engineering Computing Academy of Mathematics and System Sciences Chinese Academy of Sciences P.O. Box 2719, Beijing 100080, P.R. China |
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| Abstract: | ![]()
For the large sparse implicit linear initial value problem, we present a block successive overrelaxation scheme for the alternating direction implicit waveform relaxation method to further accelerate its convergence speed, and discuss the convergence property of the resulting iteration method in detail. Numerical implementations about several non-Hermitian implicit linear initial value problems show that the alternating direction implicit waveform relaxation method is very effective, and the block successive overrelaxation technique really accelerates its convergence speed. |
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