A validated parallel across time and space solution of the heat transfer equation (Q1807669)

The author considers the one-dimensional heat conduction equation with first kind boundary conditions and discretizes it using 2nd-order finite differences in space. The time approximation is done by \(r\)th order polynomials the coefficients of which are determined (using collocation) from a block-tridiagonal system of \(rn\) linear equations where \(n\) is the number of inner points in the space direction. The solution of these systems as well as computation of the coefficients can be carried out in parallel. The author establishes that the optimal number of processors depends on \(r\) and \(n\), and the performance is compared with that of the usual explicit finite difference scheme (parallelized in space) and found to be better if sufficiently many points are computed in time direction. The author also pays attention to the validation of the parallel code and to an investigation of the optimal polynomial degree in dependence on the rounding errors.