| Article ID: | iaor20022462 |
| Country: | Netherlands |
| Volume: | 103 |
| Issue: | 1 |
| Start Page Number: | 351 |
| End Page Number: | 358 |
| Publication Date: | Mar 2001 |
| Journal: | Annals of Operations Research |
| Authors: | Niethammer Wilhelm |
In the sixties SOR has been the workhorse for the numerical solution of elliptic boundary problems; classical results for chosing the relaxation parameter have been derived by D. Young and R.S. Varga. In the last fifteen years SOR has been examined for the computation of the stationary distribution of Markov chains. In the paper there are pointed out similarities and differences compared with the application of SOR for elliptic boundary problems.