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Waveform relaxation with overlapping splittings

by R. Jeltsch and B. Pohl

(Report number 1991-02)

Abstract
In this paper we present an extension of the wra \ for solving large systems of odes. The wra \ 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 disjointness, we obtain an extension of this algorithm. This new algorithm the so called \hbox{msa} \ is also well suited for parallel computation. As numerical examples demonstrate this overlapping of the subsystems heavily reduces the computation time.

Keywords: waveform relaxation, multi-splittings, parallel computation

@Techreport{JP91_2,
  author = {R. Jeltsch and B. Pohl},
  title = {Waveform relaxation with overlapping splittings},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {1991-02},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports1991/1991-02.pdf },
  year = {1991}
}

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