On parallel solution of ordinary differential equations [article]

Alejandra Gaitán Montejo, Octavio A. Michel-Manzo, César A. Terrero-Escalante
2016 arXiv   pre-print
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
more » ... notably, in the integration of very large systems.
arXiv:1601.02245v1 fatcat:f6yesf5fdbgnthjkf6pybwzsli