On the performance of parallel implementations of an ADI scheme for parabolic PDEs on shared and distributed memory systems

Abstract

In this paper we present two parallel programming approaches to solving parabolic partial differential equations with mixed derivative terms using Alternating Direction Implicit (ADI) schemes. The first approach uses the multithreading technique and is suitable for use on Symmetric Multiprocessing (SMP) machines. The second approach uses multiple processes and the Message Passing Interface (MPI) for interprocess communications. Our primary interest is focused on the performance of our implementations on different platforms. For comparison, we provide performance test results using both approaches.