A note on windowing for the waveform relaxation

Abstract

The technique of windowing has been often used in the implementation of the waveform relaxations for solving ODE's or time dependent PDE's. Its efficiency depends upon problem stiffness and operator splitting. Using model problems, the estimates for window length and convergence rate are derived. The electiveness of windowing is then investigated for non-stiff and stiff cases respectively. lt concludes that for the former, windowing is highly recommended when a large discrepancy exists between the convergence rate on a time interval and the ones on its subintervals. For the latter, windowing does not provide any computational advantage if machine features are disregarded. The discussion is supported by experimental results.