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Parallelised ODE solver

  1. Sep 22, 2011 #1
    I wish to solve the following DE numerically on the interval t:[0,a] using parallel processors.

    Given y'(t)=f(t,y) and y(0)=y0.

    One way to parallelise the DE is to split the interval [0,a] into n subintervals [ak/n, a(k+1)/n] where k = {0,1,...,n-1}.

    Problem: I need to know the initial conditions y(ak/n) to be able to solve the DE in parallel.

    Now I can run the DE solver with a large timestep to compute y (without the precision I require) and thus extract an approximation to y(ak/n). Is there a way to use some sort of iterative scheme to refine y(ak/n) and get it as accurate as I need?

    Alternatively, if you have some other method of solving ODE's in parallel, I would like to know about it too.

    Thank you!
  2. jcsd
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