On the convergence of the discretized multi-splitting waveform relaxation algorithm

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The author deals with the waveform relaxation and multi-splitting algorithm for solving large systems of ordinary differential equations on parallel computers. The treatment is restricted to linear problems. An implicit integration method is used to solve the subsystems numerically. The convergence of the discretized multi-splitting waveform relaxation method on a fixed window containing a finite number of timepoints is proved.











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