Fast Iterative Method-FIM : Application to the Convection-Diffusion Equations

Abstract

In this paper we present a new algorithm for solving linear systems by iterative method. In this method the rate of convergence has been improved well. The results show that this new algorithm converges faster than AOR, SOR, SSOR, etc .and works with high accuracy. The Main difference between these methods with the others is that uses affine combinations and also less parameter. Besides, we have shown that a divergent process can be converges by using FIM method. Finally the method is tested by some numerical experiments.