• Title/Summary/Keyword: SOR-like method

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ON THE GENERALIZED SOR-LIKE METHODS FOR SADDLE POINT PROBLEMS

  • Feng, Xin-Long;Shao, Long
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.663-677
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    • 2010
  • In this paper, the generalized SOR-like methods are presented for solving the saddle point problems. Based on the SOR-like methods, we introduce the uncertain parameters and the preconditioned matrixes in the splitting form of the coefficient matrix. The necessary and sufficient conditions for guaranteeing its convergence are derived by giving the restrictions imposed on the parameters. Finally, numerical experiments show that this methods are more effective by choosing the proper values of parameters.

PARALLEL PERFORMANCE OF MULTISPLITTING METHODS WITH PREWEIGHTING

  • Han, Yu-Du;Yun, Jae-Heon
    • Journal of the Korean Mathematical Society
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    • v.49 no.4
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    • pp.805-827
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    • 2012
  • In this paper, we first study convergence of a special type of multisplitting methods with preweighting, and then we provide some comparison results of those multisplitting methods. Next, we propose both parallel implementation of an SOR-like multisplitting method with preweighting and an application of the SOR-like multisplitting method with preweighting to a parallel preconditioner of Krylov subspace method. Lastly, we provide parallel performance results of both the SOR-like multisplitting method with preweighting and Krylov subspace method with the parallel preconditioner to evaluate parallel efficiency of the proposed methods.

SSOR-LIKE METHOD FOR AUGMENTED SYSTEMy

  • Liang, Mao-Lin;Dai, Li-Fang;Wang, San-Fu
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1463-1475
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    • 2011
  • This paper proposes a new generalized iterative method (SSOR-like method) for solving augmented system. A functional equation relating two involved parameters is obtained, and some convergence conditions for this method are derived. This paper generalizes some foregone results. Numerical examples show that, this method is efficient by suitable choices of the involved parameters.

FAST ONE-PARAMETER RELAXATION METHOD WITH A SCALED PRECONDITIONER FOR SADDLE POINT PROBLEMS

  • OH, SEYOUNG;YUN, JAE HEON
    • Journal of applied mathematics & informatics
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    • v.34 no.1_2
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    • pp.85-94
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    • 2016
  • In this paper, we first propose a fast one-parameter relaxation (FOPR) method with a scaled preconditioner for solving the saddle point problems, and then we present a formula for finding its optimal parameter. To evaluate the effectiveness of the proposed FOPR method with a scaled preconditioner, numerical experiments are provided by comparing its performance with the existing one or two parameter relaxation methods with optimal parameters such as the SOR-like, the GSOR and the GSSOR methods.

A Study on the Transport of Soil Contaminant (A Development of FDM Model for 3-D Advection-Diffusion Equation with Decay Term) (토양 오염원의 이동에 관한 연구 (감쇠항이 있는 3차원 이송-확산 방정식의 수치모형 개발))

  • Kim, Sang-Jun
    • Journal of Korea Water Resources Association
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    • v.45 no.2
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    • pp.179-189
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    • 2012
  • To simulate the transport of pollutant, a numeric model for the advection-diffusion equation with the decay term is developed. This is finite-difference model using the implicit method (with the weight factor ${\alpha}$) and Gauss-Seidel SOR(successive over-relaxation). This model is compared to the analytical solutions (of simpler dimensional or boundary conditions), and in the condition of Peclet number < 5~20, the result shows stable condition, and Crank-Nicolson method (${\alpha}$=0.5) shows the more accurate results than fully-implicit method (${\alpha}$=1). The mass of advection, diffusion and decay is calculated and the error of mass balance is less than 3%. This model can evaluate the 3-D concentrations of the advection-diffusion and decay problems, but this model uses only the finite-difference method with the fixd grid system, so it can be effectively used in the problems with small Peclet numbers like the pollutant transport in groundwater.