WAVEFORM RELAXATION METHODS FOR LIE-GROUP EQUATIONS

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Abstract

In this paper, we derive and analyse waveform relaxation (WR) methods for solving differential equations evolving on a Lie-group. We present both continuous-time and discrete-time WR methods and study their convergence properties. In the discrete-time case, the novel methods are constructed by combining WR methods with Runge-Kutta-Munthe-Kaas (RK-MK) methods. The obtained methods have both advantages of WR methods and RK-MK methods, which simplify the computation by decoupling strategy and preserve the numerical solution of Lie-group equations on a manifold. Three numerical experiments are given to illustrate the feasibility of the new WR methods.

Original languageEnglish
Pages (from-to)653-670
Number of pages18
JournalJournal of Computational Mathematics
Volume40
Issue number4
DOIs
StatePublished - 2022

Keywords

  • Convergence analysis
  • Lie-group equations
  • RK-MK methods
  • Waveform relaxation

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