Waveform Relaxation Methods for Lie-Group Equations

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.