Efficient parallel solution of parabolic equations - Implicit methods on the Cedar multicluster

Abstract

A class of implicit methods for the parallel solution of linear parabolic differential equations based on Pade and Chebyshev rational approximations to the matrix exponential are presented. It is pointed out that this approach incorporates both natural hierarchical parallelism, improved intrinsic efficiency, and fewer timesteps. These advantages lead to an extremely fast family of methods for the solution of certain time-dependent problems. These techniques are illustrated with numerical experiments on the University of Illinois Cedar multicluster architecture. The experiments indicate that implicit methods of very high degree offer great promise for the solution of certain parabolic problems when in computational environment with parallel resources. Hierarchically organized parallel computers, such as the Cedar multicluster, are found to be especially attractive for these schemes.