4.4 Article

A parallel Crank-Nicolson finite difference method for time-fractional parabolic equation

期刊

JOURNAL OF NUMERICAL MATHEMATICS
卷 22, 期 4, 页码 363-382

出版社

WALTER DE GRUYTER GMBH
DOI: 10.1515/jnma-2014-0016

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Crank-Nicholson finite difference method; time-fractional diffusion equation; preconditioned conjugate gradient method; parallel computations; Linux PC cluster workstation

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In this paper, a parallel Crank-Nicolson finite difference method (C-N-FDM) for time-fractional parabolic equation on a distributed system using MPI is investigated. The fractional derivative is described in the Caputos sense. The resultant large system of equations is studied using preconditioned conjugate gradient method (PCG), with the implementation of cluster computing on it. The proposed approach fulfills the suitability for the implementation on Linux PC cluster through the minimization of inter-process communication. To examine the efficiency and accuracy of the proposed method, numerical test experiment using different number of nodes of the Linux PC cluster is studied. The performance metrics clearly show the benefit of using the proposed approach on the Linux PC cluster in terms of execution time reduction and speedup with respect to the sequential running in a single PC.

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