Parallel ODE-solvers with stepsize control

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摘要

In this paper we propose a parallel implementation of one-step methods with stepsize control for the numerical solution of IVPs for ODEs of the form y'(t)=f(t, y(t)), y(t0)=y0. The proposed implementation is based on the fact that any one-step ODE-method on a mesh {t0n), y0 known. In a previous paper (1989) we introduced a paral iterative algorithm for the approximation of the trajectory (y0, y1,…, yN), in which a block of guessed values (u00 := y0, u01,..., u0N is iterated, concurrently with respect to the index n, until an error proportional to a given iteration tolerance TOL it is reached. Here that parallel algorithm is developed further in order to perform the stepsize control strategy, according to a given step tolerance TOL st. Moreover, an analysis of the optimal ratio between TOL it and TOL st is given. The paper ends with numerical examples and estimations of the attainable speedup.

论文关键词:Parallel computing,differential equations,IVPs

论文评审过程:Received 18 October 1989, Revised 14 January 1990, Available online 22 March 2002.

论文官网地址:https://doi.org/10.1016/0377-0427(90)90170-5