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Iterative solution of systems of linear differential equations

Published online by Cambridge University Press:  07 November 2008

Ulla Miekkala  and
Olavi Nevanlinna
Ulla Miekkala
Affiliation:
Helsinki University of Technology Institute of Mathematics Otakaari 1, 02150 Espoo, Finland E-mail: [email protected], [email protected]
Olavi Nevanlinna
Affiliation:
Helsinki University of Technology Institute of Mathematics Otakaari 1, 02150 Espoo, Finland E-mail: [email protected], [email protected]
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Extract

Parallel processing has made iterative methods an attractive alternative for solving large systems of initial value problems. Iterative methods for initial value problems have a history of more than a century, and in the works of Picard (1893) and Lindelöf (1894) they were given a firm theoretical basis. In particular, the superlinear convergence on finite intervals is included in Lindelöf (1894).

Type
Research Article
Information
Acta Numerica , Volume 5 , January 1996 , pp. 259 - 307
Copyright
Copyright © Cambridge University Press 1996

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