Circulant preconditioned WR-BVM methods for ODE systems.

DOI10.1016/J.CAM.2003.08.010MaRDI QIDQ1421226zbMATH OpenOpenAlexFDO

Authors Xiao-Qing Jin, Li-li Song, Vai-Kuong Sin

Publication date 26 January 2004

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2003.08.010

zbMATH Keywords

boundary value methodcirculant preconditionerconvergencegeneralized minimal residual methodGMRES methodnumerical exampleswaveform relaxation iterations

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The numerical solution of a system of linear ordinary differential equations (ODEs) by waveform relaxation (WR) iterations together with the boundary value method (BVM) is discussed. For discretization of the system the BVM methods are used in each WR iteration. For the new linear system arising from the application of BVM methods, the generalized minimal residual method, with block-circulant preconditioners is applied. These techniques lead to a convergent iterative process as is proved. Numerical tests confirm the effectivness of the proposed methods.

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Cites work

• A Circulant Preconditioner for the Systems of LMF-Based ODE Codes
• A Family of Block Preconditioners for Block Systems
• Conjugate Gradient Methods for Toeplitz Systems
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Cited in

(6)

• Preconditioned WR-LMF-based method for ODE systems.
• A survey and some extensions of T. Chan's preconditioner
• scientific article; zbMATH DE number 1617957 (Why is no real title available?)
• Strang-type preconditioners for systems of LMF-based ODE codes
• BCCB preconditioners for systems of BVM‐based numerical integrators
• Discrete time waveform relaxation method for stochastic delay differential equations

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