A trend in parallel computer architecture is that systems with a large shared memory are becoming more and more popular. A shared memory system can be either a uniform memory architecture (UMA) or a cache coherent non-uniform memory architecture (cc-NUMA). In the present thesis, the performance of parallel PDE solvers on cc-NUMA computers is studied. In particular, we consider the shared namespace programming model, represented by OpenMP. Since the main memory is physically, or geographically distributed over several multi-processor nodes, the latency for local memory accesses is smaller than for remote accesses. Therefore, the geographical locality of the data becomes important. The focus of the present thesis is to study multithreaded PDE solvers on cc-NUMA systems, in particular their memory access pattern with respect to geographical locality. The questions posed are: (1) How large is the influence on performance of the non-uniformity of the memory system? (2) How should a program be written in order to reduce this influence? (3) Is it possible to introduce optimizations in the computer system for this purpose? The main conclusion is that geographical locality is important for performance on cc-NUMA systems. This is shown experimentally for a broad range of PDE solvers as well as theoretically using a model involving characteristics of computer systems and applications. Geographical locality can be achieved through migration directives that are inserted by the programmer or — possibly in the future — automatically by the compiler. On some systems, it can also be accomplished by means of transparent, hardware initiated migration and replication. However, a necessary condition that must be fulfilled if migration is to be effective is that the memory access pattern must not be "speckled", i.e. as few threads as possible shall make accesses to each memory page. We also conclude that OpenMP is competitive with MPI on cc-NUMA systems if care is taken to get a favourable data distribution.