Fully discrete Schwarz waveform relaxation analysis for the heat equation on a finite spatial domain

Schwarz waveform relaxation methods provide space-time parallelism for the solution of time dependent partial differential equations. The algorithms are differentiated by the choice of the transmission conditions enforced at the introduced space-time boundaries. Early results considered the theoretical analysis of these algorithms in the continuous and semi-discrete (in space) settings for various families of linear partial differential equations. Later, fully discrete results were obtained under the simplifying assumption of an infinite spatial domain. In this paper, we provide a first analysis of a fully discrete classical Schwarz Waveform algorithm for the one–dimensional heat equation on an arbitrary but finite number of bounded subdomains. The θ –method is chosen as the time integrator. Convergence results are given in both the infinity norm and two norm, with an explicit contraction given in the case of a uniform partitioning. The results are compared to the numerics and to the earlier theoretical results.