Abstract:

The paper proposes a fine-grain data-level parallel algorithm for Riesz space fractional diffusion equation with explicit finite difference method and implements it with CUDA parallel programming model on GPU. The details of basic CUDA kernels for these operations and optimization of the production of grid points are described. The experimental results show that the parallel algorithm compares well with the exact analytic solution and runs more than four times faster on NVIDIA Quadro FX 5800 GPU than the parallel CPU solution on multi-core Intel Xeon E5540 CPU.

Key words: fractional differential equation;Riesz fractional;parallel computing;parallel algorithm;GPU