On parallel asynchronous high-order solutions of parabolic PDEs

Dganit Amitai, Amir Averbuch, Moshe Israeli, Samuel Itzikowitz

Research output: Contribution to journalArticlepeer-review

5 Scopus citations


In achieving significant speed-up on parallel machines, a major obstacle is the overhead associated with synchronizing the concurrent processes. This paper presents high-order parallel asynchronous schemes, which are schemes that are specifically designed to minimize the associated synchronization overhead of a parallel machine in solving parabolic PDEs. They are asynchronous in the sense that each processor is allowed to advance at its own speed. Thus, these schemes are suitable for single (or multi) user shared memory or (message passing) MIMD multiprocessors. Our approach is demonstrated for the solution of the multidimensional heat equation, of which we present a spatial second-order Parametric Asynchronous Finite-Difference (PAFD) scheme. The well-known synchronous schemes are obtained as its special cases. This is a generalization and expansion of the results in [5] and [7]. The consistency, stability and convergence of this scheme are investigated in detail. Numerical tests show that although PAFD provides the desired order of accuracy, its efficiency is inadequate when performed on each grid point. In an alternative approach that uses domain decomposition, the problem domain is divided among the processors. Each processor computes its subdomain mostly independently, while the PAFD scheme provides the solutions at the subdomains' boundaries. We use high-order finite-difference implicit scheme within each subdomain and determine the values at subdomains' boundaries by the PAFD scheme. Moreover, in order to allow larger time-step, we use remote neighbors' values rather than those of the immediate neighbors. Numerical tests show that this approach provides high efficiency and in the case which uses remote neighbors' values an almost linear speedup is achieved. Schemes similar to the PAFD can be developed for other types of equations [3].

Original languageEnglish
Pages (from-to)159-192
Number of pages34
JournalNumerical Algorithms
Issue number1
StatePublished - Apr 1996
Externally publishedYes


  • Parabolic finite difference approximations with constant coefficients
  • Parallel asynchronous and synchronous finite difference methods
  • Synchronization overhead
  • Time-stabilizing finite difference methods


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