Iterative solution of systems of linear differential equations

Abstract

Parallel processing has made iterative methods an attractive alternative for solving large systems of initial value problems. Iterative methods for initial value problems have a history of more than a century, and in the works of Picard (1893) and Lindelöf (1894) they were given a firm theoretical basis. In particular, the superlinear convergence on finite intervals is included in Lindelöf (1894).