Alternating splitting waveform relaxation method and its successive overrelaxation acceleration (Q2485394)

This paper is concerned with the numerical solution of linear initial value problems of the type: \( B x'(t) + A x(t) = f(t),\) \( t \geq 0\), \( x(0)= x_0 \in \mathbb C^n\) where \(B\) and \(A\) are \( n \times n\) complex structured matrices and \(B\) is nonsingular. The proposed methods are waveform relaxation (WR) iterations combined either with alternating direction iterations (ADI) or else with alternating splitting (AS), resulting the so called ASWR and ADIWR methods which in some cases have been treated by a successive overrelaxation scheme. In this context, the authors derive some convergence conditions when the matrices \(B\) and \(A\) are non Hermitian. Finally, the results of some numerical experiments with a finite difference spatial discretization of a linear partial differential equation are presented to show that the ADIWR methods have better convergence properties than the other methods. Further, the block successive overrelaxation acceleration scheme improves the convergence but requires a suitable choice of the iteration parameters that is problem dependent.