Chaotic waveform relaxation methods for dynamical systems (Q1920451)

The waveform relaxation (WR) methods are proposed and investigated by some mathematicians for solving the large dynamical systems of initial value problems that can be described by a system of mixed implicit differential equations. One of the reasons for interest in the WR methods is their potential for parallelism. In this paper, in order to avoid the synchronization costs and to compute the WR methods on parallel processors directly, the chaotic waveform relaxation methods are presented and their convergence is investigated. As special cases some nonlinear and linear ordinary differential equations and semi-explicit differential-algebraic equations are discussed, respectively.