Parallel execution of embedded and iterated Runge-Kutta methods

✍ Scribed by Rauber, Thomas; Rünger, Gudula

• Publisher: John Wiley and Sons
• Year: 1999
• Tongue: English
• Weight: 151 KB
• Volume: 11
• Category: Article
• ISSN: 1040-3108
• DOI: 10.1002/(sici)1096-9128(199906)11:7<367::aid-cpe430>3.0.co;2-g

✦ Synopsis

In this paper, we consider the parallel solution of non-stiff ordinary differential equations with two different classes of Runge-Kutta (RK) methods providing embedded solutions: classical embedded RK methods and iterated RK methods which were constructed especially for parallel execution. For embedded Runge-Kutta methods, mainly the potential system parallelism is exploited. Iterated RK methods provide an additional source of parallelism in the form of independent function evaluations, but they usually require a higher number of function evaluations. We put the emphasis on the parallel execution time of these methods.