A DOMAIN SPLITTING ALGORITHM FOR PARABOLIC PROBLEMS

In the parallel implementation of solution methods for parabolic problems one has to find a proper balance between the parallel efficiency of a fully explicit scheme and the need for stability and accuracy which requires some degree of implicitness. As a compromise a domain splitting scheme is proposed which is locally implicit on slightly overlapping subdomains but propagates the corresponding boundary data by a simple explicit process. The analysis of this algorithm shows that it has satisfactory stability and approximation properties and can be effectively parallelized. These theoretical results are confirmed by numerical tests on a transputer system.