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A general purpose, modular program package for the integration of large number of independent ordinary differential equation systems capable of using professional graphics cards is presented. The available numerical schemes are the explicit…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-10 Ferenc Hegedűs

The chemical kinetics ODEs arising from operator-split reactive-flow simulations were solved on GPUs using explicit integration algorithms. Nonstiff chemical kinetics of a hydrogen oxidation mechanism (9 species and 38 irreversible…

Computational Physics · Physics 2013-11-05 Kyle E Niemeyer , Chih-Jen Sung

A fifth-order implicit Runge-Kutta method and two fourth-order exponential integration methods equipped with Krylov subspace approximations were implemented for the GPU and paired with the analytical chemical kinetic Jacobian software…

Computational Physics · Physics 2017-03-30 Nicholas J. Curtis , Kyle E. Niemeyer , Chih-Jen Sung

Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…

Numerical Analysis · Mathematics 2023-10-16 Mark C. Messner , Tianchen Hu , Tianju Chen

We consider high order, implicit Runge-Kutta schemes to solve time-dependent stiff PDEs on dynamically adapted grids generated by multiresolution analysis for unsteady problems disclosing localized fronts. The multiresolution finite volume…

Numerical Analysis · Mathematics 2016-04-04 Max Duarte , Richard Dobbins , Mitchell Smooke

We present a strategy to speed up Runge-Kutta-based ODE simulations of large systems with nearest-neighbor coupling. We identify the cache/memory bandwidth as the crucial performance bottleneck. To reduce the required bandwidth, we…

Computational Physics · Physics 2014-12-02 Mario Mulansky

The recent trend of using Graphics Processing Units (GPU's) for high performance computations is driven by the high ratio of price performance for these units, complemented by their cost effectiveness. At first glance, computational fluid…

Computational Engineering, Finance, and Science · Computer Science 2018-02-13 Kiril S. Shterev

We study the learning of numerical algorithms for scientific computing, which combines mathematically driven, handcrafted design of general algorithm structure with a data-driven adaptation to specific classes of tasks. This represents a…

Numerical Analysis · Mathematics 2022-07-12 Yue Guo , Felix Dietrich , Tom Bertalan , Danimir T. Doncevic , Manuel Dahmen , Ioannis G. Kevrekidis , Qianxiao Li

Efficient ordinary differential equation solvers for chemical kinetics must take into account the available thread and instruction-level parallelism of the underlying hardware, especially on many-core coprocessors, as well as the numerical…

Computational Physics · Physics 2018-03-28 Christopher P. Stone , Andrew T. Alferman , Kyle E. Niemeyer

Implicit methods and GPU parallelization are two distinct yet powerful strategies for accelerating high-order CFD algorithms. However, few studies have successfully integrated both approaches within high-speed flow solvers. The core…

Numerical Analysis · Mathematics 2025-09-09 Hongyu Liu , Xing Ji , Yuan Fu , Kun Xu

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

Ordinary Differential Equations (ODEs) are widely used in physics, chemistry, and biology to model dynamic systems, including reaction kinetics, population dynamics, and biological processes. In this work, we integrate GPU-accelerated ODE…

Machine Learning · Computer Science 2024-12-02 Rakshit Kr. Singh , Aaron Rock Menezes , Rida Irfan , Bharath Ramsundar

Mixed-precision algorithms combine low- and high-precision computations in order to benefit from the performance gains of reduced-precision without sacrificing accuracy. In this work, we design mixed-precision Runge-Kutta-Chebyshev (RKC)…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Giacomo Rosilho de Souza

We introduce two block coordinate descent algorithms for solving optimization problems with ordinary differential equations (ODEs) as dynamical constraints. The algorithms do not need to implement direct or adjoint sensitivity analysis…

Machine Learning · Computer Science 2022-08-30 Ion Matei , Maksym Zhenirovskyy , Johan de Kleer , John Maxwell

Modern deep learning algorithms use variations of gradient descent as their main learning methods. Gradient descent can be understood as the simplest Ordinary Differential Equation (ODE) solver; namely, the Euler method applied to the…

Machine Learning · Computer Science 2025-05-20 Benoit Dherin , Michael Munn , Hanna Mazzawi , Michael Wunder , Sourabh Medapati , Javier Gonzalvo

Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be…

Numerical Analysis · Mathematics 2021-05-12 Said Ouala , Laurent Debreu , Ananda Pascual , Bertrand Chapron , Fabrice Collard , Lucile Gaultier , Ronan Fablet

A semi-implicit-explicit (semi-IMEX) Runge-Kutta (RK) method is proposed for the numerical integration of ordinary differential equations (ODEs) of the form $\mathbf{u}' = \mathbf{f}(t,\mathbf{u}) + G(t,\mathbf{u}) \mathbf{u}$, where…

Numerical Analysis · Mathematics 2025-04-15 Lingyun Ding

Many problems in science and engineering require an efficient numerical approximation of integrals or solutions to differential equations. For systems with rapidly changing dynamics, an equidistant discretization is often inadvisable as it…

Discrete optimization is a central problem in artificial intelligence. The optimization of the aggregated cost of a network of cost functions arises in a variety of problems including (W)CSP, DCOP, as well as optimization in stochastic…

Artificial Intelligence · Computer Science 2018-01-12 Ferdinando Fioretto , Enrico Pontelli , William Yeoh , Rina Dechter

Mixed-precision methods combine low and high precision arithmetics to exploit low precision computational speed and high precision accuracy. Large ODE systems that contain many heterogeneous interactions lead to a high computational cost…

Numerical Analysis · Mathematics 2026-05-25 Mouhamad Al-Sayed , Samuel Bernard , Arsène Marzorati , Jonathan Rouzaud-Cornabas
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