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Summary: ImplicitExplicit Parallel Asynchronous Solver of Parabolic
PDEs
Dganit Amitai \Lambda Amir Averbuch y Moshe Israeli y Samuel Itzikowitz z
Abstract
This paper presents a method for the solution of parabolic PDEs on parallel com
puters, which is a combination of implicit and explicit finite difference schemes based on
a domain decomposition (DD) strategy. Moreover, this method is asynchronous (i.e.,
no explicit synchronization is required among processors). We determine the values at
subdomains' boundaries by our new highorder asynchronous explicit schemes. Then,
any known highorder implicit finite difference scheme can be applied within each sub
domain. We present a technique for derivation of appropriate asynchronousexplicit
schemes based on Green's functions. Synchronous versions of these schemes are ob
tained as special cases. The applicability of this method is also demonstrated for a
family of nonlinear problems.
Our new explicit schemes are of highorder and yet stable for a large time step,
as established in our analysis of their numerical properties. Moreover, these schemes
provide attractive properties for parallel implementation. Being asynchronous, they
allow local time stepping, thus eliminating the need for a global synchronized time
step. Moreover, our asynchronous computation is timestabilizing, in the sense that the
calculation implicitly prevents a growing time gap between neighboring subdomains.
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