Title
An algorithm with polylog parallel complexity for solving parabolic partial differential equations
Abstract
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 a cyclic reduction-type algorithm. Experimental results obtained on a massively parallel multiprocessor are presented.
Year
DOI
Venue
1995
10.1137/0916034
SIAM J. Scientific Computing
Keywords
Field
DocType
PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS,MASSIVELY PARALLEL COMPUTATION,WAVE-FORM RELAXATION,MULTIGRID,CYCLIC REDUCTION
Mathematical optimization,Exponential integrator,Separable partial differential equation,Mathematical analysis,Numerical partial differential equations,Method of characteristics,Algorithm,Stochastic partial differential equation,Elliptic partial differential equation,Collocation method,Mathematics,Multigrid method
Journal
Volume
Issue
ISSN
16
3
1064-8275
Citations 
PageRank 
References 
9
3.78
5
Authors
3
Name
Order
Citations
PageRank
G. Horton1376.14
S. Vandewalle27410.06
P. Worley393.78