The parallel AGE method for the elliptic problem in two dimensions
alternating directions implicit methodalternating group explicit methoddifference schemeDirichlet problemfactorized operatorsiterative methodLaplace equationnumber of iterations
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Iterative numerical methods for linear systems (65F10) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Parallel numerical computation (65Y05)
For the Dirichlet problem in a rectangle for the equation \(-\Delta u=0\) the simplest difference scheme leads to the usual system \((\Lambda_ 1+\Lambda_ 2)u=f\) where the matrix \(-h^ 2\Lambda_ s\) is the approximation of \(\partial^ 2/\partial x^ 2_ s\). The author uses a representation \(\Lambda_ s=\Lambda_ s^{(1)}+\Lambda_ s^{(2)}\) where any symmetric matrix \(\Lambda_ s^{(k)}\) becomes block diagonal with blocks \(2\times 2\) and \(1\times 1\) under suitable numeration of the grid points. If \(r>0\) then \((rI+\Lambda_ s^ (k))^{-1}\) is easy to find and a system \((rI+\Lambda_ s^{(k)})v=g\) splits into separate independent subsystems. The author suggests to use an iterative method of ADI-type with 4 intermediate steps on each iteration to solve the above mentioned subsystems. The single iterative parameter \(r>0\) is obtained numerically. On grids \(12\times 12 - 48\times 48\) the number of iterations is \(9-25\).
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