GPU Implementation of Finite Difference Solvers

This paper discusses the implementation of one-factor and three-factor PDE models on GPUs. Both explicit and implicit time-marching methods are considered, with the latter requiring the solution of multiple tridiagonal systems of equations.Because of the small amount of data involved, one-factor mod...

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Bibliographic Details
Main Authors: Giles, M, Laszlo, E, Reguly, I, Appleyard, J, Demouth, J
Format: Conference item
Published: IEEE 2014