Convergence of waveform relaxation methods for Hermitian positive definite linear systems

DOI10.1016/J.AMC.2008.05.123MaRDI QIDQ2379012zbMATH OpenOpenAlexFDO

Authors Sheng Zhou, Ting-Zhu Huang

Publication date 14 January 2009

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2008.05.123

zbMATH Keywords

\(P\)-regular splittingHermitian positive definite linear systemmulti-splittingtwo-stage methodwaveform relaxation

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

The author studies the convergence behaviour of a multi-splitting waveform relaxation method and a two stage (inner and outer) waveform method for linear systems of ordinary differential equations. The convergence is analyzed when the coefficient matrix is Hermitian positive definite and the splitting is \(P\)-regular, that is the splitting \(A= M-N\) is such that \(M\) is positive definite and \(N\) is positive semi-definite.

Recommendations

• Convergence and comparisons of waveform relaxation methods for initial value problems of linear ODE systems
• An analysis of convergence for nonstationary two-stage multisplitting waveform relaxation methods
• An analysis of convergence for two-stage waveform relaxation methods
• Convergence analysis of two-stage waveform relaxation method for the initial value problems
• Two-stage waveform relaxation method for the initial value problems with non-constant coefficients

Cites work

• A note on comparison theorems for splittings and multisplittings of Hermitian positive definite matrices
• A unified framework for the construction of various matrix multisplitting iterative methods for large sparse system of linear equations
• Alternating splitting waveform relaxation method and its successive overrelaxation acceleration
• An analysis of convergence for two-stage waveform relaxation methods
• Convergence analysis of two-stage waveform relaxation method for the initial value problems
• Convergence of nested classical iterative methods for linear systems
• Convergence of nested iterative methods for symmetric P-regular splittings
• Convergence of two-stage iterative methods for Hermitian positive definite matrices
• Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems
• scientific article; zbMATH DE number 4067100 (Why is no real title available?)
• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• scientific article; zbMATH DE number 2112993 (Why is no real title available?)
• On convergence of nested stationary iterative methods
• On the convergence of nonstationary multisplitting two-stage iteration methods for Hermitian positive definite linear systems
• On the convergence of the discretized multi-splitting waveform relaxation algorithm
• On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations
• Some Remarks Concerning Iterative Methods for Linear Systems
• The convergence of the two-stage iterative method for Hermitian positive definite linear systems
• Two‐step waveform relaxation methods for implicit linear initial value problems

Cited in

(12)

• Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems
• An analysis of convergence for two-stage waveform relaxation methods
• Semi-convergence of parameterized Uzawa waveform relaxation method for a class of differential-algebraic equations
• Convergence analysis of two-stage waveform relaxation method for the initial value problems
• On convergence of the WR-HSS iteration method for a system of linear differential equations
• Two-stage waveform relaxation method for the initial value problems with non-constant coefficients
• An analysis of convergence for nonstationary two-stage multisplitting waveform relaxation methods
• Waveform relaxation method for stochastic differential equations with constant delay
• Discrete time waveform relaxation method for stochastic delay differential equations
• Two stage waveform relaxation method for the initial value problems of differential-algebraic equations
• Convergence of the single-step matrix splitting iteration paradigm for Hermitian positive definite linear systems
• The WR-HSS iteration method for a system of linear differential equations and its applications to the unsteady discrete elliptic problem

This page was built for publication: Convergence of waveform relaxation methods for Hermitian positive definite linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2379012)