On parallel solution of ordinary differential equations
Numerical Analysis
2016-01-12 v1 Distributed, Parallel, and Cluster Computing
Abstract
In this paper the performance of a parallel iterated Runge-Kutta method is compared versus those of the serial fouth order Runge-Kutta and Dormand-Prince methods. It was found that, typically, the runtime for the parallel method is comparable to that of the serial versions, thought it uses considerably more computational resources. A new algorithm is proposed where full parallelization is used to estimate the best stepsize for integration. It is shown that this new method outperforms the others, notably, in the integration of very large systems.
Cite
@article{arxiv.1601.02245,
title = {On parallel solution of ordinary differential equations},
author = {Alejandra Gaitán Montejo and Octavio A. Michel-Manzo and César A. Terrero-Escalante},
journal= {arXiv preprint arXiv:1601.02245},
year = {2016}
}
Comments
30 pages, 19 figures