Finite difference schemes and partial differential equations
Finite difference schemes and partial differential equations
Efficient Parallel Algorithms for Parabolic Problems
SIAM Journal on Numerical Analysis
ICA3PP '02 Proceedings of the Fifth International Conference on Algorithms and Architectures for Parallel Processing
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New techniques are presented for designing a finite difference domain decomposition algorithm for the two-and three-dimensional heat equations. The basic procedure is to define the finite difference schemes at the interface grid points with a smaller time step [image omitted] and a larger mesh spacing h¯. The stability region of the algorithm is expanded Jd2 times compared with the classical explicit scheme, and a better error bound of the numerical solutions is obtained when r¯=1/6. Numerical experiments are also presented.