Thank you for all your answers ! I finally found the origin of my problem.
It was due to a different version of mpirun (there is a specific version for my machine) so it leads to a problem similar to https://community.freefem.org/t/windows-cannot-run-ff-mpirun/104/4 which lead to the execution of copies of my program and not the “true” parallel used of the different processor (as mentionned by @cmd ).
I obtain now the same execution time as your machine for the MUMPS solver @prj . For now I do not require a more sophisticated or complex parallel solving system (I am already glad to see my program correctly running) but if I need to explore more in depth the field of parallel calculation, I will be happy to have your expertise @prj.
Thank you again !