Title
Waveform relaxation with overlapping splittings
Abstract
In this paper, an extension of the waveform relaxation algorithm for solving large systems of ordinary differential equations is presented. The waveform relaxation algorithm is well suited for parallel computation because it decomposes the solution space into several disjoint subspaces. Allowing the subspaces to overlap, i.e., dropping the assumption of disjointedness, an extension of this algorithm is obtained. This new algorithm, the so-called multisplitting algorithm, is also well suited for parallel computation. As numerical examples demonstrate, this overlapping of the subsystems heavily reduces the computation time.
Year
DOI
Venue
1995
10.1137/0916004
SIAM Journal on Scientific Computing
Keywords
Field
DocType
WAVE-FORM RELAXATION,PARALLEL COMPUTING,DIFFERENTIAL EQUATIONS,OVERLAPPING
Differential equation,Mathematical optimization,Relaxation algorithm,Disjoint sets,Ordinary differential equation,Mathematical analysis,Relaxation (iterative method),Waveform,Linear subspace,Mathematics,Computation
Journal
Volume
Issue
ISSN
16
1
1064-8275
Citations 
PageRank 
References 
14
2.51
0
Authors
2
Name
Order
Citations
PageRank
Rolf Jeltsch17320.45
Bert Pohl2307.46