PARALLEL TALBOT ALGORITHM FOR DISTRIBUTED-MEMORY MACHINES

被引:6
|
作者
DEROSA, MA [1 ]
GIUNTA, G [1 ]
RIZZARDI, M [1 ]
机构
[1] IST UNIV NAVALE,IST MATEMAT SN,I-80133 NAPLES,ITALY
关键词
LAPLACE TRANSFORM; TALBOTS METHOD; GOERTZEL-REINSCH ALGORITHM; STABILITY ANALYSIS; INTEL IPSC/860;
D O I
10.1016/0167-8191(94)00108-M
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Talbot's method is a general numerical method for the inversion of Laplace Transforms. It uses the Riemann Inversion Formula by approximating the value of the inverse Laplace Transform f(t), for t fixed, by means of suitable samples of the Laplace Transform function F(s) in the complex plane. In this paper a parallel algorithm for Talbot's method, designed for distributed memory MIMD machines, is introduced to enhance the efficiency. It is principally based on a parallel version of the Goertzel-Reinsch algorithm for computing Clenshaw's sums. Such a parallel algorithm allows large scale Laplace inversion problems to be efficiently solved. An analysis of the stability of the parallel algorithm is also carried out and some experimental results of a 16-node INTEL iPSC/860 implementation are reported.
引用
收藏
页码:783 / 801
页数:19
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