Brief Announcement: Faster Stencil Computations using Gaussian Approximations

Abstract

Stencil computations are widely used to simulate the change of state of physical systems. The current best algorithm for performing aperiodic linear stencil computations on a d (≥ 1)-dimensional grid of size N for T timesteps does Θ(TN1-1/d+N Log N) work. We introduce novel techniques based on random walks and Gaussian approximations for an asymptotic improvement of this work bound for a class of linear stencils. We also improve the span (i.e., parallel running time on an unbounded number of processors) asymptotically from the current state of the art.