Waveform Relaxation with Fast Direct Methods as Preconditioner

DOI10.1137/S1064827598338986zbMath0969.65085MaRDI QIDQ4509799

Stefan Vandewalle, Jo Simoens

Publication date: 19 October 2000

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

complexityconvergencenumerical examplespreconditioningfast Fourier transformparallel computationsemidiscretizationcyclic reductionlinear parabolic equationwaveform relaxationdynamic iterationbanded Toeplitz systemsimplicit linear multistep method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for discrete and fast Fourier transforms (65T50) Parallel numerical computation (65Y05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Initial value problems for second-order parabolic equations (35K15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Complexity and performance of numerical algorithms (65Y20)

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