Efficient implementation of a 3-dimensional ADI method on the iPSC/860
Proceedings of the 1993 ACM/IEEE conference on Supercomputing
Journal of Computational Physics
Parabolic ADI Methods for Pricing America Options on Two Stocks
Mathematics of Operations Research
ICPPW '02 Proceedings of the 2002 International Conference on Parallel Processing Workshops
Numerical Solution of Partial Differential Equations: An Introduction
Numerical Solution of Partial Differential Equations: An Introduction
lmbench: portable tools for performance analysis
ATEC '96 Proceedings of the 1996 annual conference on USENIX Annual Technical Conference
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In this paper we present two parallel programming approaches to solving parabolic partial differential equations with mixed derivative terms using Alternating Direction Implicit (ADI) schemes. The first approach uses the multithreading technique and is suitable for use on Symmetric Multiprocessing (SMP) machines. The second approach uses multiple processes and the Message Passing Interface (MPI) for interprocess communications. Our primary interest is focused on the performance of our implementations on different platforms. For comparison, we provide performance test results using both approaches.