Parallel solution of the discretized and linearized G-heat equation
Résumé
The present study deals with the numerical solution of the G-heat equation. Since the G-heat equation is defined in an unbounded domain, we firstly state that the solution of the G-heat equation defined in a bounded domain converges to the solution of the G-heat equation when the measure of the domain tends to infinity. Moreover, after time discretisation by an implicit time marching scheme, we define a method of linearisation of each stationary problem, which leads to the solution of a large scale algebraic system. A unified approach analysis of the convergence of the sequential and parallel relaxation methods is given. Finally, we present the results of numerical experiments.
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