Waveform relaxation methods for implicit differential equations

DOI10.1023/A:1018942718589MaRDI QIDQ1371968zbMATH OpenOpenAlexFDO

Authors P. J. van der Houwen, W. A. van der Veen

Publication date 3 December 1997

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018942718589

zbMATH Keywords

convergenceimplicit differential equationsnumerical examplesparallel computationRunge-Kutta methodswaveform relaxation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Parallel numerical computation (65Y05)

Review text

A Runge-Kutta waveform relaxation method is applied to initial value problems for implicit differential equations. In the phase of application and computational implementation of this method there is the need of the iterative solution of a series of nonlinear systems. For high-order Runge-Kutta methods the linear algebra costs are very large. In this paper a parallel iteration algorithm in the Runge-Kutta waveform relaxation method is used and the convergence of the method is investigated. Numerical illustrations are also included.

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• A note on discrete dynamic iterations of stiff index-2 DAE's
• Runge-Kutta methods of dynamic iteration for index-2 differential-algebraic equations
• Numerical analysis of the wave propagation
• Iterated Runge-Kutta methods of implicit differential-algebraic equations
• Two‐step waveform relaxation methods for implicit linear initial value problems
• Contractivity of Waveform Relaxation Runge–Kutta Iterations and Related Limit Methods for Dissipative Systems in the Maximum Norm
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• Metodi waveform relaxation per la risoluzione numerica di grandi sistemi di equazioni differenziali ordinarie
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