Convergence of discrete time waveform relaxation methods (Q1717580): Difference between revisions

The paper is devoted to a study of the discrete version of the waveform relaxation method for the numerical solution of ordinary differential equations. While the continuous waveform relaxation scheme is quite well investigated, somewhat less is known about its discrete counterpart. Following a very brief review of the basic construction of the discrete waveform relaxation method, an error analysis is provided in a rather general setting. In particular, the results provide advice regarding how to choose the underlying approximation algorithms in order to obtain a method with a given convergence order.