A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE

Autor:	Chittaranjan Mishra, Abhijit Ghosh
Rok vydání:	2021
Předmět:	Computational Mathematics Stability conditions Parallelizable manifold Applied Mathematics Parallel algorithm Parallel computing General-purpose computing on graphics processing units Mathematics Cyclic reduction Convection dominated
Zdroj:	SIAM Journal on Scientific Computing. 43:C177-C202
ISSN:	1095-7197 1064-8275
DOI:	10.1137/20m1311053
Popis:	Based on the parallel cyclic reduction technique, a promising new parallel algorithm is designed for pentadiagonal systems. Subject to fulfilling stability conditions, this highly parallelizable al...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8057dc46e895fbfccbee3e3515a09fa3 https://doi.org/10.1137/20m1311053 Zobrazit plný text záznamu