Convergence of discrete time waveform relaxation methods
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.
- Publication:3033238
- The convergence of the alternating direction implicit waveform relaxation method: the discrete-time case
- Remarks on the convergence of waveform relaxation method
- Discrete time waveform relaxation method for stochastic delay differential equations
- On convergence conditions of waveform relaxation methods for linear differential-algebraic equations
- A Jacobi Waveform Relaxation Method for ODEs
- Contractivity of Waveform Relaxation Runge–Kutta Iterations and Related Limit Methods for Dissipative Systems in the Maximum Norm
- Convergence of Waveform Relaxation Methods for Differential-Algebraic Systems
- Convergence of waveform relaxation methods for neutral delay differential equations
- Convergence results for continuous-time waveform methods for Volterra integral equations
- Discrete-time waveform relaxation Volterra-Runge-Kutta methods: Convergence analysis
- scientific article; zbMATH DE number 2154405 (Why is no real title available?)
- Multigrid Waveform Relaxation on Spatial Finite Element Meshes: The Discrete-Time Case
- Numerical solution of stochastic differential equations with jumps in finance
- Optimized overlapping Schwarz waveform relaxation for a class of time-fractional diffusion problems
- Parameter Optimization in Waveform Relaxation for Fractional-Order RC Circuits
- The use of Runge-Kutta formulae in waveform relaxation methods
- Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems
- Waveform relaxation methods for functional differential systems of neutral type
- Waveform Relaxation with Overlapping Splittings
- Windowing waveform relaxation of initial value problems
- On the convergence of the discretized parallel chaotic waveform relaxation method.
- Zero-stability of waveform relaxation methods for ordinary differential equations
- Convergence of a data-driven time-frequency analysis method
- On convergence of the WR-HSS iteration method for a system of linear differential equations
- scientific article; zbMATH DE number 4131568 (Why is no real title available?)
- Almost sure convergence of the discrete waveform relaxation method for linear stochastic differential equations
- scientific article; zbMATH DE number 7234389 (Why is no real title available?)
- Waveform relaxation using spectral collocation in time
- The convergence of the alternating direction implicit waveform relaxation method: the discrete-time case
- Waveform relaxation methods for Lie-group equations
- Convergence Analysis of Schwarz Waveform Relaxation with Convolution Transmission Conditions
- Discrete time waveform relaxation method for stochastic delay differential equations
- Parareal-based waveform relaxation method for semi-linear parabolic equation
This page was built for publication: Convergence of discrete time waveform relaxation methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1717580)
