An analysis of convergence for two-stage waveform relaxation methods (Q1877184)

This paper gives an inner/outer waveform relaxation scheme for solving systems of linear initial value problems based on two different splittings \(N_1\) and \(N_2\). The resulting systems are then solved by the theta method. If the original system has an \(M\)-matrix \(Q\) and if \(Q=M-(N_1+N_2)\) is an \(M\)-splitting then it is shown that the \(WR\) iterations will always converge. Some numerical results are presented but no attempt is made to estimate the computational costs associated with different implentations.