Abstract
In this paper, we study different modifications of a class of parallel algorithms, initially designed by A. Bellen and M. Zennaro for difference equations and called “across the steps” methods by their authors, for the purpose of solving initial value problems in ordinary differential equations (ODE's) on a massively parallel computer. Restriction to dissipative problems is discussed which allow these problems to be solved efficiently, as shown by the simulations.
Zusammenfassung
In diesem Artikel studieren wir verschiedene Versionen einer Klasse paralleler Algorithmen, die ursprünglich von A. Bellen und M. Zennaro für Differenzengleichungen konzipiert und von ihnen “across the steps” Methode genannt worden ist. Die Autoren verfolgten den Zweck, Anfangswertprobleme bei gewöhnlichen Differentialgleichungen anhand eines massiv parallelen Rechner zu lösen. Wir behandeln die Anwendung auf dissipative Systeme und erreichen eine effiziente Lösung dieser Probleme. Dies wird in einigen Simulationen illustriert.
Similar content being viewed by others
Explore related subjects
Discover the latest articles, news and stories from top researchers in related subjects.References
Bellen, A., Vermiglio, R., Zennaro, M.: Parallel ODE-solvers with step-size control. J. Comp. Appl. Math.31, 277–293 (1990).
Bellen, A., Zennaro, M.: Parallel algorithms for initial value problems. J. Comp. Appl. Math.25, 341–350 (1989).
Birta, L., Abou-Rabia, O.: Parallel block predictor-corrector methods for ODE's. IEEE Transactions on ComputersC-36, 299–311 (1987).
Chartier, P.: Application of Bellen's method to ODE's with dissipative right-hand side. Research Report 593, IRISA, Campus de Beaulieu, Rennes, France, 1991.
Chartier, P.: L-stable parallel one-block methods for ordinary differential equations. SIAM J. Numer. Anal. (1993) (to appear).
Franklin, M.: Parallel solution of ordinary differential equations. IEEE Transactions on ComputersC-27, 413–420 (1978).
Gear, C.: Parallel methods for ordinary differential equations. Research R-87-1369, University of Illinois, Urbana, IL, 1986.
Hairer, E., Norsett, S., Wanner, G.: Solving ordinary differential equations. I. Nonstiff problems, vol. 1. Berlin, Heidelberg: Springer 1987.
Hairer, E., Wanner, G.: Solving ordinary differential equations. II. Stiff and differential-algebraic problems, vol. 2. Berlin, Heidelberg, New York, Tokyo: Springer 1991.
Hindmarsh, A.: LSODE and LSODI, two new initial value ordinary equation solvers. ACM/SIGNUM Newsletter15, 10–11 (1980).
Lefever, R., Nicolis, G.: Chemical instabilities and sustained oscillations. J. Theor. Biol.30, 267–284 (1971).
Ortega, J., Rheinbolt, W.: Iterative solution of nonlinear equations in several variables. New York, San Francisco, London: Academic Press, 1970.
Prothero, A., Robinson, A.: On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations. Math. Comput.28, 145–162 (1974).
Shampine, L., Watts, H.: A-stable implicit one-step methods. BIT12, 252–266 (1972).
Sommeijer, B., Couzy, W., Houwen, P. van der: A-stable parallel block methods for ordinary and integro-differential equations. PhD thesis, Universiteit van Amsterdam, CWI, Amsterdam, 1992.
Houwen, P. van der, Sommeijer, B.: Iterated Runge-Kutta methods on parallel computers. SIAM J. Sci. Statist. Comput.12, 1000–1028 (1991).
Vermiglio, R.: Parallel step methods for difference and differential equations. Tech. Rep., C.N.R. Progetto Finaizzato “Sistemi Informatici e Calcolo Parallelo”, 1989.
Author information
Authors and Affiliations
Additional information
Supported in part by the ONERA and by the DRET under grant n0 89.34.401.00.470.75.01
Rights and permissions
About this article
Cite this article
Chartier, P., Philippe, B. A parallel shooting technique for solving dissipative ODE's. Computing 51, 209–236 (1993). https://doi.org/10.1007/BF02238534
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02238534