Embedded Waveform Relaxation Methods for Parabolic Partial Functional Differential Equations

Waveform relaxation methods are decoupling or splitting methods for large scale ordinary differential equations. In this paper, we apply the meth- ods directly to semi-linear parabolic partial functional differential equations. Taking into consideration of the complicated forms of these parabolic equa- tions, we propose a kind of embedded waveform relaxation methods, which are in fact two-level waveform relaxation methods and which can also be ap- plied to some other systems. We provide explicit iterative expressions of the embedded methods and exhibit the superlinear rate of convergence on finite time intervals. We also apply the two-level idea to the functional differential equations derived from semi-discretization of the original system. The win- dowing technique is employed for the situation of long time intervals. Finally, two numerical experiments are performed to confirm our theory.