Abstract
This paper studies the multi-splitting algorithm and the two-stage iterative method for waveform relaxation (WR) method, solving the initial value problems for linear systems of ordinary differential equations (ODEs) in the form y ′ ( t ) + Ay ( t ) = f ( t ) . Convergence of both cases are analyzed when the coefficient matrix is Hermitian positive definite and the splittings are P-regular. Finally, numerical experiment is presented.
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