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Overlapping Schwarz waveform relaxation for the heat equation in \(n\) dimensions. (English) Zbl 1022.65112

The authors analyze overlapping Schwarz waveform relaxation for the heat equations in general dimensions. The linear convergence of the algorithm on unbounded time intervals and superlinear convergence on bounded time intervals are proved. In both cases the convergence rates depend on the size of the overlap. The linear convergence result depends also on the number of subdomains. On the other hand the superlinear convergence result is independent of the number of subdomains. The presented numerical experiments confirm the analysis.

MSC:

65M55 Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35K05 Heat equation
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