A parallel algorithm for solving linear parabolic evolution equations

DOI10.1007/978-3-030-75933-9_2MaRDI QIDQ6349402arXivFDO

Authors Raymond van Venetië, Jan Westerdiep

Publication date 18 September 2020

Published in arXiv

Full work available at URL https://doi.org/10.1007/978-3-030-75933-9_2

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20) Numerical methods for wavelets (65T60) Preconditioners for iterative methods (65F08) Weak solutions to PDEs (35D30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85)

arXiv classification

cs.NAmath.NA

Abstract: We present an algorithm for the solution of a simultaneous space-time discretization of linear parabolic evolution equations with a symmetric differential operator in space. Building on earlier work, we recast this discretization into a Schur-complement equation whose solution is a quasi-optimal approximation to the weak solution of the equation at hand. Choosing a tensor-product discretization, we arrive at a remarkably simple linear system. Using wavelets in time and standard finite elements in space, we solve the resulting system in linear complexity on a single processor, and in polylogarithmic complexity when parallelized in both space and time. We complement these theoretical findings with large-scale parallel computations showing the effectiveness of the method.

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