Waveform relaxation for second order differential equation y'' eq f(x,y)

Kazufumi OZAWA and Susumu YAMADA

Abstract
Waveform relaxation (WR) methods for second order equationsy''=f(t,y)are studied. For linear cases, the methods converge superlinearly for any splittings of the coefficient matrices. For nonlinear cases, the methods converge quadratically only for waveform Newton methods. It is shown, however, that the methods converge superlinearly for approximate Jacobian matrices, which is confirmed by the numerical experiments. The accuracy, execution times and speedup ratios of the WR methods on a parallel computer are discussed.
Contact
Kazufumi OZAWA
Graduate School of Information Science,Tohoku University,980-8576, Aoba-ku Kawauchi, Sendai, JAPAN,
ozawa@dais.is.tohoku.ac.jp