A parallel algorithm for stiff ordinary differential equations

Article type: Research Article

Authors: Petcu, Dana

Affiliations: Department of Computer Science, Faculty of Mathematics, University of Timişoara, 1900 Timişoara, B-dul Vasile Pârvan 4, Romania

Abstract: The problem associated with the stiff ordinary differential equation (ODE) systems in parallel processing is that the calculus can not be started simultaneously on many processors with an explicit formula. The proposed algorithm is constructed for a special classes of stiff ODE, those of the form y′(t)=A(t)y(t)+g(t). It has a high efficiency in the implementation on a distributed memory multiprocessor when the ODEs function has many components. The approximation error is equal to that produced by the analogous sequential algorithm.

Keywords: parallel numerical algorithm, stiff ordinary differential equations, implementation efficiency, distributed memory multiprocessor

DOI: 10.3233/INF-1994-53-408

Journal: Informatica, vol. 5, no. 3-4, pp. 373-384, 1994