Chebyshev acceleration of Picard-Lindelöf iteration

DOI10.1007/BF02074887MaRDI QIDQ1198984zbMATH OpenFDO

Authors Christian Lubich

Publication date 16 January 1993

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02074887

zbMATH Keywords

acceleration of waveform iterationChebyshev accelerationerror reductionPicard iterationPicard-Lindelöf iterationRichardson's iterationwaveform Newton method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

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.

Recommendations

• Waveform Iteration and the Shifted Picard Splitting
• Linear acceleration of Picard-Lindelöf iteration
• Polynomial acceleration of the Picard-Lindelof iteration
• The Chebyshev iteration revisited
• scientific article; zbMATH DE number 4109996

Cites work

• Convolution quadrature and discretized operational calculus. I
• scientific article; zbMATH DE number 3720254 (Why is no real title available?)
• Linear acceleration of Picard-Lindelöf iteration
• Multi-grid dynamic iteration for parabolic equations
• Sets of convergence and stability regions
• Waveform Iteration and the Shifted Picard Splitting

Cited in

(7)

• Pseudospectra of wave from relaxation operators
• Preconditioning waveform relaxation iterations for differential systems
• Waveform Iteration and the Shifted Picard Splitting
• Polynomial acceleration of the Picard-Lindelof iteration
• Chebyshev acceleration for SOR-like method
• Power bounded prolongations and Picard-Lindelöf iteration
• Linear acceleration of Picard-Lindelöf iteration

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