Computational and Applied Math Proseminar

Friday, March 25, 2005, 3:00 p.m. GWC 604

B. Zubik-Kowal

Boise State University

Using magnitudes of entries of differential systems in the analysis of convergence of waveform relaxation applied to the systems

Abstract Since magnitudes of elements of many differential systems that occur in real life are distributed between very small and very large numbers, it is worthwhile to establish the roles which are played by these elements in waveform iterations. It has been observed that convergence of waveform relaxation applied to differential systems with entries of smaller magnitudes is faster than the same waveform relaxation scheme applied to systems with entries of larger magnitudes. In this talk the influence of the elements of differential systems on convergence of waveform relaxation is investigated and new convergence theorems are presented.

It is also shown that for some stiff systems, convergence of waveform relaxation depends on the order in which the waveform iterations are performed. Using the elements of the systems we formulate conditions which order the waveform iterations in such a way that the resulting iteration scheme converges with the fastest rate. Our theoretical investigations are confirmed by numerical experiments. To illustrate the advantage of waveform relaxation applied to nonlinear problems, an example from atmospheric chemistry is presented.

For further information please contact: mittelmann@asu.edu