Parallel multiple shooting for the solution of initial value problems
β Scribed by M. Kiehl
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 990 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0167-8191
No coin nor oath required. For personal study only.
β¦ Synopsis
The computing time for the numerical solution of initial-value problems is closely related to the number of evaluations of the right-hand side. In general this number can only be reduced slightly on parallel computers, even if simultaneous evaluations of right-hand side are counted as one evaluation.
For special problems, however, it is possible to construct special methods which show a remarkable speedup on parallel computers. Multiple shooting, a method for boundary-value problems with an inherent parallelism, can also be applied efficiently to linear initial-value problems and to non-linear initial-value problems if good approximations are available.
π SIMILAR VOLUMES
We introduce the RKGL method for the numerical solution of initial-value problems of the form y =f (x, y), y(a)= . The method is a straightforward modification of a classical explicit Runge-Kutta (RK) method, into which Gauss-Legendre (GL) quadrature has been incorporated. The idea is to enhance the