On the convergence of a modified block SOR algorithm. (English) Zbl 0948.65108

Jovanović, Boško S.

Novi Sad J. Math. 26, No. 2, 31-47 (1996).

The author investigates a vector iterative alternating directions difference scheme for solving a multidimensional Poisson equation, reduces the scheme to a modified block successive overrelaxation (SOR) algorithm, investigates the stability and convergence of the scheme, determines the optimal iterative parameters, and estimates the error.

Reviewer: Julka Miljanović-Knežević (Zemun)

MSC:

65N12	Stability and convergence of numerical methods for boundary value problems involving PDEs
65N06	Finite difference methods for boundary value problems involving PDEs
35J05	Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation
65F10	Iterative numerical methods for linear systems
65N15	Error bounds for boundary value problems involving PDEs

Keywords:

optimal parameters; vector iterative alternating directions difference scheme; multidimensional Poisson equation; error bounds; modified block successive overrelaxation algorithm; stability; convergence