Search results for "Finite differences method"

Scheduled Relaxation Jacobi method: improvements and applications

2016

Elliptic partial differential equations (ePDEs) appear in a wide variety of areas of mathematics, physics and engineering. Typically, ePDEs must be solved numerically, which sets an ever growing demand for efficient and highly parallel algorithms to tackle their computational solution. The Scheduled Relaxation Jacobi (SRJ) is a promising class of methods, atypical for combining simplicity and efficiency, that has been recently introduced for solving linear Poisson-like ePDEs. The SRJ methodology relies on computing the appropriate parameters of a multilevel approach with the goal of minimizing the number of iterations needed to cut down the residuals below specified tolerances. The efficien…