Waveform relaxation as a dynamical system

Author:

Bjørhus Morten,Stuart Andrew

Abstract

In this paper the properties of waveform relaxation are studied when applied to the dynamical system generated by an autonomous ordinary differential equation. In particular, the effect of the waveform relaxation on the invariant sets of the flow is analysed. Windowed waveform relaxation is studied, whereby the iterative technique is applied on successive time intervals of length T T and a fixed, finite, number of iterations taken on each window. This process does not generate a dynamical system on R + \mathbb {R}^+ since two different applications of the waveform algorithm over different time intervals do not, in general, commute. In order to generate a dynamical system it is necessary to consider the time T T map generated by the relaxation process. This is done, and C 1 C^1 -closeness of the resulting map to the time T T map of the underlying ordinary differential equation is established. Using this, various results from the theory of dynamical systems are applied, and the results discussed.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference11 articles.

Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Highly parallel space-time domain decomposition methods for parabolic problems;CCF Transactions on High Performance Computing;2019-04-01

2. Error analysis of waveform relaxation method for semi-linear partial differential equations;Journal of Computational and Applied Mathematics;2015-09

3. A mathematical analysis of optimized waveform relaxation for a small RC circuit;Applied Numerical Mathematics;2014-01

4. Optimization of Transmission Conditions in Waveform Relaxation Techniques for RC Circuits;SIAM Journal on Numerical Analysis;2014-01

5. Waveform relaxation for reaction–diffusion equations;Journal of Computational and Applied Mathematics;2011-07

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