We consider the systems of ordinary differential equations (ODEs) obtained by spatial discretization of multi-dimensional partial differential equations. In order to solve the initial value problem (IVP) for such ODE systems numerically, we need a stiff IVP solver, because the Lipschitz constant associated with the righthand side function f becomes increasingly large as the spatial resolution is refined. Stiff IVP solvers are necessarily implicit, so that we are faced with the problem of solving large systems of implicit relations. In the solution process of the implicit relations one may exploit the fact that the righthand side function f can often be split into functions which contain only the discretization of derivatives with respect to one spatial dimension. In this paper, we analyse iterative solution methods based on approximate factorization which are suitable for implementation on parallel computer systems. In particular, we derive convergence and stability regions.

Initial value problems (msc 65L05)
Modelling, Analysis and Simulation [MAS]
Computational Dynamics

Eichler-Liebenow, C, van der Houwen, P.J, & Sommeijer, B.P. (1997). Analysis of approximate factorization in iteration methods. Modelling, Analysis and Simulation [MAS]. CWI.