A Parallel Overlapping Time-Domain Decomposition Method for ODEs

Abstract

We introduce an overlapping time-domain decomposition for linear initial-value problems which gives rise to an efficient solution method for parallel computers without resorting to the frequency domain. This parallel method exploits the fact that homogeneous initial-value problems can be integrated much faster than inhomogeneous problems by using an efficient Arnoldi approximation for the matrix exponential function. © Springer-Verlag Berlin Heidelberg 2013.