The convergence results of block iterative schemes from the EG （Explicit Group） family have been shown to be one of efficient iterative methods in solving any linear systems generated from approximation equations. A...The convergence results of block iterative schemes from the EG （Explicit Group） family have been shown to be one of efficient iterative methods in solving any linear systems generated from approximation equations. Apart from block iterative methods, the formulation of the MSOR （Modified Successive Over-Relaxation） method known as SOR method with red-black ordering strategy by using two accelerated parameters, ω and ω′, has also improved the convergence rate of the standard SOR method. Due to the effectiveness of these iterative methods, the primary goal of this paper is to examine the performance of the EG family without or with accelerated parameters in solving second order two-point nonlinear boundary value problems. In this work, the second order two-point nonlinear boundary value problems need to be discretized by using the second order central difference scheme in constructing a nonlinear finite difference approximation equation. Then this approximation equation leads to a nonlinear system. As well known that to linearize nonlinear systems, the Newton method has been proposed to transform the original system into the form of linear system. In addition to that, the basic formulation and implementation of 2 and 4-point EG iterative methods based on GS （Gauss-Seidel）, SOR and MSOR approaches, namely EGGS, EGSOR and EGMSOR respectively are also presented. Then, combinations between the EG family and Newton scheme are indicated as EGGS-Newton, EGSOR-Newton and EGMSOR-Newton methods respectively. For comparison purpose, several numerical experiments of three problems are conducted in examining the effectiveness of tested methods. Finally, it can be concluded that the 4-point EGMSOR-Newton method is more superior in accelerating the convergence rate compared with the tested methods.展开更多
The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional ...The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like （Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel ＆ Scientific Computations, 7（4）, 453-462 （1999）） and the modified sym- metric SOR-like （MSSOR-like） methods （Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228（4）, 424-433 （2009））.展开更多
文摘The convergence results of block iterative schemes from the EG （Explicit Group） family have been shown to be one of efficient iterative methods in solving any linear systems generated from approximation equations. Apart from block iterative methods, the formulation of the MSOR （Modified Successive Over-Relaxation） method known as SOR method with red-black ordering strategy by using two accelerated parameters, ω and ω′, has also improved the convergence rate of the standard SOR method. Due to the effectiveness of these iterative methods, the primary goal of this paper is to examine the performance of the EG family without or with accelerated parameters in solving second order two-point nonlinear boundary value problems. In this work, the second order two-point nonlinear boundary value problems need to be discretized by using the second order central difference scheme in constructing a nonlinear finite difference approximation equation. Then this approximation equation leads to a nonlinear system. As well known that to linearize nonlinear systems, the Newton method has been proposed to transform the original system into the form of linear system. In addition to that, the basic formulation and implementation of 2 and 4-point EG iterative methods based on GS （Gauss-Seidel）, SOR and MSOR approaches, namely EGGS, EGSOR and EGMSOR respectively are also presented. Then, combinations between the EG family and Newton scheme are indicated as EGGS-Newton, EGSOR-Newton and EGMSOR-Newton methods respectively. For comparison purpose, several numerical experiments of three problems are conducted in examining the effectiveness of tested methods. Finally, it can be concluded that the 4-point EGMSOR-Newton method is more superior in accelerating the convergence rate compared with the tested methods.
基金supported by the National Natural Science Foundation of China(No.10771031)the Fundamental Research Funds for Central Universities(No.090405013)
文摘The successive overrelaxation-like （SOR-like） method with the real param- eters ω is considered for solving the augmented system. The new method is called the modified SOR-like （MSOR-like） method. The functional equation between the parameters and the eigenvalues of the iteration matrix of the MSOR-like method is given. Therefore, the necessary and sufficient condition for the convergence of the MSOR-like method is derived. The optimal iteration parameter ω of the MSOR-like method is derived. Finally, the proof of theorem and numerical computation based on a particular linear system are given, which clearly show that the MSOR-like method outperforms the SOR-like （Li, C. J., Li, B. J., and Evans, D. J. Optimum accelerated parameter for the GSOR method. Neural, Parallel ＆ Scientific Computations, 7（4）, 453-462 （1999）） and the modified sym- metric SOR-like （MSSOR-like） methods （Wu, S. L., Huang, T. Z., and Zhao, X. L. A modified SSOR iterative method for augmented systems. Journal of Computational and Applied Mathematics, 228（4）, 424-433 （2009））.
