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Summary: A Survey of Asynchronous FiniteDifference Methods
for Parabolic PDEs on Multiprocessors \Lambda
appeared in Applied Numerical Methods, Vol 12, pp. 2745, May 1993
D. Amitai y , A. Averbuch y , M. Israeli z , S. Itzikowitz y
E. Turkel y
y School of Mathematical Sciences, Tel Aviv University, Tel Aviv 69978, Israel
z Faculty of Computer Science, Technion, Haifa 32000,Israel
Abstract
A major obstacle to achieving significant speedup on parallel machines is the over
head associated with synchronizing the concurrent processes. Removing the synchro
nization constraint has the potential of speeding up the computation. Recently de
veloped asynchronous finitedifference schemes for parabolic PDEs designed for par
allel computation are surveyed. Specifically, we consider the asynchronous (AS),
correctedasynchronous (CA), timestabilizing (TS), parametric (PAR) and hybrid
(HYB) schemes. The AS scheme is applicable only to steadystate problems. AS,
CA and TS provide firstorder spatial approximations. TS, however, minimizes the
first order errors by maintaining the timestabilizing property which also enables it to
be implemented on parallel machines in which some processors have persistent speed
differences. The PAR algorithm gives a secondorder approximation is inefficient. The
HYB algorithms are highorder schemes which have the potential to be applicable also
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