Chebyshev acceleration of Picard-Lindelöf iteration (Q1198984)

This paper complements recent work by \textit{R.D. Skeel} [SIAM J. Sci. Stat. Comput. 10, No. 4, 756-776 (1989; Zbl 0687.65076) and \textit{O. Nevanlinna} [Numer. Math. 57, No. 2, 147-156 (1990; Zbl 0697.65058)] regarding the question as to whether a significant acceleration of waveform iteration (Picard-Lindelöf iteration) is possible. The author shows that suitably defined Chebyshev acceleration of Picard iteration for \(\dot y+Ay=f(t)\), \(0<t<T \leq \infty\), \(y(0)=y_ 0\), yields at least the same error reduction as the usual Chebyshev acceleration of Richardson's iteration for the static linear equation \(x/T+Ax=b\). The above initial-value problem may be viewed as an equation arising from a waveform Newton method whose iterates are to be computed by inner iterations.