Convergence analysis of time-point relaxation iterates for linear systems of differential equations

DOI10.1016/S0377-0427(97)00004-6MaRDI QIDQ1360166zbMATH OpenFDO

Authors Luciano Galeone, Roberto Garrappa

Publication date 20 April 1998

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(97)00004-6

zbMATH Keywords

consistently orderedcontinuous Runge-Kutta approximationsconvergenceGauss-Seidel methodJacobi methodsuccessive overrelaxationtime-point relaxation sequence

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

A time-point relaxation (TR) sequence for the solution of an ordinary differential equation is a sequence of ordinary differential equations whose solutions converge to that of the given equation. The authors study convergence of continuous Runge-Kutta (CRK) approximations to TR sequences to obtain a Runge-Kutta approximation to the solution of a linear ordinary differential equation with constant coefficients. Three different TR sequences are considered: Jacobi, Gauss-Seidel, and successive overrelaxation. These are obtained by partition of the coefficient matrix into lower, diagonal, and upper matrices as is done in solution of linear equations in linear algebra. It is known that if convergent the CRK approximations to these TR sequences converge to solutions of a new implicit algorithm called a diagonally split Runge-Kutta (DSRK) approximation. The authors prove that the CRK sequences approximating the solution of the above named TR sequences, converge if and only if the solution of the associated DSRK approximation may be obtained by solving it iteratively using corresponding Jacobi, Gauss-Seidel or successive overrelaxation procedures from linear algebra. Sufficient conditions for convergence are presented in case the coefficient matrix of the differential equation is consistently ordered. Regions of convergence using Runge-Kutta algorithms of order 3 and 4 are determined for differential equations whose coefficient matrix is tridiagonal with upper diagonal elements \((-a, -\frac12 a,\dots, -\frac12 a)\), diagonal \((b,\dots,b)\), and lower diagonal \((\frac12 a,\dots, \frac12 a,a)\).

Recommendations

• Time-point relaxation Runge-Kutta methods for ordinary differential equations
• Stability analysis of time-point relaxation Runge-Kutta methods with respect to tridiagonal systems of differential equations
• Convergence of discrete-time relaxation methods based on Volterra backward differentiation formulas

Cites work

• Contractivity of Waveform Relaxation Runge–Kutta Iterations and Related Limit Methods for Dissipative Systems in the Maximum Norm
• scientific article; zbMATH DE number 3325215 (Why is no real title available?)
• Iterative Methods for Solving Partial Difference Equations of Elliptic Type
• Natural Continuous Extensions of Runge-Kutta Methods
• Stability analysis of time-point relaxation Runge-Kutta methods with respect to tridiagonal systems of differential equations
• Time-point relaxation Runge-Kutta methods for ordinary differential equations

Cited in

(4)

• An analysis of convergence for two-stage waveform relaxation methods
• Convergence analysis of time-discretisation schemes for rate-independent systems
• Stability analysis of time-point relaxation Runge-Kutta methods with respect to tridiagonal systems of differential equations
• Time-point relaxation Runge-Kutta methods for ordinary differential equations

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