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Asynchronous Time-Parallel Method based on Laplace Transform

Published 3 Sep 2019 in cs.DC, cs.NA, and math.NA | (1909.01473v1)

Abstract: Laplace transform method has proved to be very efficient and easy to parallelize for the solution of time-dependent problems. However, the synchronization delay among processors implies an upper bound on the expectable acceleration factor, which leads to a lot of wasted time. In this paper, we propose an original asynchronous Laplace transform method formalized for quasilinear problems based on the well-known Gaver-Stehfest algorithm. Parallel experiments show the convergence of our new method, as well as several interesting properties compared with the classical algorithms.

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