Paralel predictor-corrector schemes for parabolic problems on graphs

Abstract

We consider a predictor-corrector type finite difference scheme for solving one-dimensional parabolic problems. This algorithm decouples computations on different subdomains and thus can be efficiently implemented on parallel computers and used to solve problems on graph structures. The stability and convergence of the discrete solution is proved in the special energy and maximum norms. The results of computational experiments are presented.