Waveform Relaxation with Fast Direct Methods as Preconditioner

DOI10.1137/S1064827598338986zbMATH Open0969.65085MaRDI QIDQ4509799FDOQ4509799

Authors: Jo Simoens, Stefan Vandewalle 

Publication date: 19 October 2000

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

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zbMATH Keywords

convergencenumerical examplespreconditioningcomplexityparallel computationsemidiscretizationfast Fourier transformlinear parabolic equationcyclic reductionwaveform relaxationdynamic iterationbanded Toeplitz systemsimplicit linear multistep method

Mathematics Subject Classification ID

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

Cited In (4)

• On monotone iteration and Schwarz methods for nonlinear parabolic PDEs.
• The performance of preconditioned waveform relaxation techniques for pseudospectral methods
• High-performance modeling acoustic and elastic waves using the parallel dichotomy algorithm
• 50 years of time parallel time integration

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