Preconditioned WR-LMF-based method for ODE systems.

DOI10.1016/J.CAM.2003.08.034MaRDI QIDQ1421243zbMATH OpenOpenAlexFDO

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

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.2003.08.034

zbMATH Keywords

block-circulant preconditionerboundary value methodconvergencegeneralized minimal residual methodGMRES methodlinear multistep methodnuemrical exampleswaveform relaxation method

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

For solving a large system of ordinary differential equations, the waveform relaxation (WR) method was developed, as an iterative method. In each WR iteration, it is required to solve an system of ordinary differential equations (ODEs). Then, for this system the authors apply the boundary value method (BVM), a new linear multistep method. For solving linear system arising from BVM method, the generalized minimal residual method with Strang-type block-circulant preconditioner, is applied. It is proved that these techniques lead to a convergent iterative process. Two numerical examples are performed.

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Cites work

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Cited in

(3)

• Circulant preconditioned WR-BVM methods for ODE systems.
• Preconditioning waveform relaxation iterations for differential systems
• Strang-type preconditioners for systems of LMF-based ODE codes

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