Geodesic
Parallel algorithm for calculating general equilibrium in multiregion economic growth models
Ural mathematical journal, Tome 2 (2016) no. 2, pp. 45-57

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We develop and analyze a parallel algorithm for computing a solution in a multiregion dynamic general equilibrium model. The algorithm is based on an iterative method of the Gauss-Seidel type and exploits a special block structure of the model. Calculation of prices and input-output ratios in production for different time steps is carried out in parallel. We implement the parallel algorithm using the OpenMP interface for systems with shared memory. The effciency of the algorithm is studied with the numbers of cores varying in the full range from one to the number of time steps of the model.
Keywords: Computable general equilibrium, Economic growth, Iterative methods, High-performance computing, OpenMP. 
@article{UMJ_2016_2_2_a4,
     author = {Nikolai B. Melnikov and Arseniy P. Gruzdev and Michael G. Dalton and Brian C. O'Neill},
     title = {Parallel algorithm for calculating general equilibrium in multiregion economic growth models},
     journal = {Ural mathematical journal},
     pages = {45--57},
     publisher = {mathdoc},
     volume = {2},
     number = {2},
     year = {2016},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/UMJ_2016_2_2_a4/}
}
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Nikolai B. Melnikov; Arseniy P. Gruzdev; Michael G. Dalton; Brian C. O'Neill. Parallel algorithm for calculating general equilibrium in multiregion economic growth models. Ural mathematical journal, Tome 2 (2016) no. 2, pp. 45-57. http://geodesic.mathdoc.fr/item/UMJ_2016_2_2_a4/