The Convergence Estimation of the Parallel Algorithm of the Linear Cauchy Problem Solution for Large Systems of First-Order Ordinary Differential Equations Using the Solution as Expansion over Orthogonal Polynomials

Аннотация

This paper is devoted to the algorithm of the linear Cauchy problem solution for large systems of first-order ordinary differential equations using parallel calculations. The proof of the convergence of the iteration process using the solution as expansion over orthogonal polynomials for the interval [0,1] is presented. The features of this algorithm are its simplicity, the opportunity to get a solution by parallel calculations, and also the possibility to get a solution for nonlinear problems by changing the operator using the solution from the iteration process.