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Accuracy increase in waveform relaxation

Technical Report ·
OSTI ID:6566043

Waveform relaxation is an iterative technique used to solve systems of ordinary differential equations. The method has been shown to converge superlinearly on finite intervals. In this report the order of accuracy of an iterate generated by the waveform relaxation method is characterized by the number of correct terms in its Taylor series expansion. We show that the order of accuracy is increasing in waveform relaxation and the increase after each iteration can be improved by careful splitting. In the Gauss-Seidel approach, after each iteration the accuracy increase is bounded by the cycle lengths in a system's dependency graph. 13 refs.

Research Organization:
Illinois Univ., Urbana (USA). Dept. of Computer Science
DOE Contract Number:
FG02-87ER25026
OSTI ID:
6566043
Report Number(s):
DOE/ER/25026-25; UILU-ENG-88-1772; UIUCDCS-R-88-1466; ON: DE89004936
Country of Publication:
United States
Language:
English

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