A Jacobi Waveform Relaxation Method for ODEs

J. Sand, K. Burrage
1998 SIAM Journal on Scientific Computing  
A Jacobi waveform relaxation method for solving initial value problems for ordinary di erential equations (ODEs) is presented. In each window the method uses a technique called dynamic tting and a pair of continuous Runge-Kutta formulas to produce the initial waveform, after which a xed number of waveform iterates are computed. The reliability and e cacy of the method is demonstrated numerically by applying it to qualitatively di erent problems for linear tridiagonal ODEs. Key words. initial
more » ... ue problem, ordinary di erential equation, pair of Runge-Kutta formulas, waveform relaxation AMS subject classi cations. 65L05, 65L06, 65Y05
doi:10.1137/s1064827596306562 fatcat:hg4qc5b5mffwtasscvxwv2jrpa