ABSTRACT
Partial differential equations (PDE) are a class of mathematical equation that is often encountered in many engineering problems. From Navier-Stokes equations in fluid mechanics to Black and Scholes equation in option pricing, PDE is a mathematical notion fundamental to various phenomena in the real world. Unfortunately, solving PDEs is often not straightforward and requires large computational resources that could be quite expensive. Computational resources, including computational time and memory, are often important assets that give a company the competitive edge over others. The advent of grid systems provides the industry with a new and creative solution to meet the ever-increasing demands for computational resources. Moreover, as PDEs play a central role in the modeling and simulation of various systems, solving PDEs with better speed and less memory is an interesting and attractive option for industry.
