The Fast Numerical Solution of Very Large Elliptic Difference Schemes

Let L_kv_k = g_k be a system of difference equations discretizingan elliptic boundary value problem. Assume the system to be"very large", that means that the number of unknowns exceedsthe capacity of storage. We present a method for solving theproblem with much less storage requirement. For two-dimensionalproblems the size of the needed storage decreases from O(h^–2)to (or even O(h^–5/4)). The computational work increasesonly by a factor about six. The technique can be generalizedto nonlinear problems. The algorithm is also useful for computerswith a small number of parallel processors.