CaltechAUTHORS
  A Caltech Library Service

On SOR Waveform Relaxation Methods

Janssen, Jan and Vandewalle, Stefan (1997) On SOR Waveform Relaxation Methods. SIAM Journal on Numerical Analysis, 34 (6). pp. 2456-2481. ISSN 0036-1429. http://resolver.caltech.edu/CaltechAUTHORS:JANsiamjna97

[img]
Preview
PDF
See Usage Policy.

945Kb

Use this Persistent URL to link to this item: http://resolver.caltech.edu/CaltechAUTHORS:JANsiamjna97

Abstract

Waveform relaxation is a numerical method for solving large-scale systems of ordinary differential equations on parallel computers. It differs from standard iterative methods in that it computes the solution on many time levels or along a continuous time interval simultaneously. This paper deals with the acceleration of the standard waveform relaxation method by successive overrelaxation (SOR) techniques. In particular, different SOR acceleration schemes, based on multiplication with a scalar parameter or convolution with a time-dependent function, are described and theoretically analyzed. The theory is applied to a one-dimensional and two-dimensional model problem and checked against results obtained by numerical experiments.


Item Type:Article
Additional Information:©1997 Society for Industrial and Applied Mathematics. Reprinted with permission. Received by the editors November 1, 1995; accepted for publication (in revised form) July 18, 1996. This text presents research results of the Belgian Incentive Program "Information Technology" - Computer Science of the Future, initiated by the Belgian State - Prime Minister's Service - Federal Office for Scientific, Technical and Cultural Affairs. The scientific responsibility is assumed by its authors. This work was supported in part by the NSF under Cooperative Agreement CCR-9120008. The authors would like to thank Min Hu, Ken Jackson, Andrew Lumsdaine, Ulla Miekkala, and Mark W. Reichelt for many helpful discussions and an anonymous referee for several suggestions which substantially improved the quality and structure of the paper.
Subject Keywords:waveform relaxation; successive overrelaxation; convolution
Record Number:CaltechAUTHORS:JANsiamjna97
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:JANsiamjna97
Alternative URL:http://dx.doi.org/10.1137/S0036142995294292
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:9404
Collection:CaltechAUTHORS
Deposited By: Archive Administrator
Deposited On:18 Dec 2007
Last Modified:26 Dec 2012 09:48

Repository Staff Only: item control page