An algorithm with polylog parallel complexity for solving parabolic partial differential equations
- Univ. Erlangen-Nurnberg, Erlangen (Germany). Lehrstuhl fur Rechnerstrukturn
- Katholieke Univ. Leuven (Belgium). Dept. of Computer Science
- Oak Ridge National Laboratory, Oak Ridge, TN (United States). Mathematical Sciences Section
The standard numerical algorithms for solving parabolic partial differential equations are inherently sequential in the time direction. This paper describes an algorithm for the time-accurate solution of certain classes of parabolic partial differential equations that can be parallelized in both time and space. It has a serial complexity that is proportional to the serial complexities of the best-known algorithms. The algorithm is a variant of the multigrid waveform relaxation method where the scalar ordinary differential equations that make up the kernel of computation are solved using cyclic reduction-type algorithm. Experimental results obtained on a massively parallel multiprocessor are presented.
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC05-84OR21400
- OSTI ID:
- 64610
- Journal Information:
- SIAM Journal on Scientific Computing, Journal Name: SIAM Journal on Scientific Computing Journal Issue: 3 Vol. 16; ISSN 1064-8275; ISSN SJOCE3
- Country of Publication:
- United States
- Language:
- English
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