Highly parallel alternating directions algorithm for time dependent problems

Abstract. In our work, we consider the time dependent Stokes equation on a finite time interval and on a uniform rectangular mesh, written in terms of velocity and pressure. For this problem, a parallel algorithm based on a novel direction splitting approach is developed. Here, the pressure equation is derived from a perturbed form of the continuity equation, in which the incompressibility constraint is penalized in a negative norm induced by the direction splitting. The scheme used in the algorithm is composed of two parts: (i) velocity prediction, and (ii) pressure correction. This is a Crank-Nicolson-type two-stage time integration scheme for two and three dimensional parabolic problems in which the second-order derivative, with respect to each space variable, is treated implicitly while the other variable is made explicit at each time sub-step. In order to achieve a good parallel performance the solution of the Poison problem for the pressure correction is replaced by solving a sequence of one-dimensional second order elliptic boundary value problems in each spatial direction. The parallel code is implemented using the standard MPI functions and tested on two modern parallel computer systems. The performed numerical tests demonstrate good level of parallel efficiency and scalability of the studied direction-splitting-based algorithm