On convergence of the WR-HSS iteration method for a system of linear differential equations

Abstract

We consider a waveform relaxation (WR) method based on the Hermitian/skew-Hermitian splitting (HSS) of the system matrices, which is a continuous-time iteration method. In actual implementation, the continuous-time WR-HSS method (CWR-HSS) is replaced by the discrete-time WR-HSS method (DWR-HSS) defined on a time-level-sequence. If the time-step-size tends to zero, the approximate solution obtained by the DWR-HSS method on each time level is proved to converge to the limit of the approximate solution obtained by the CWR-HSS method, i.e., the exact solution of a corresponding system of linear differential equations. Finally, the above relationship between the CWR-HSS method and the DWR-HSS method is verified by the numerical tests based on the unsteady discrete elliptic problem. Therefore, the DWR-HSS method is a reliable option for solving the unsteady discrete elliptic problem in both theoretical and practical aspects.