Parallel multiple shooting for the solution of initial value problems (Q1319509)

The paper is concerned with a new parallelization technique for the numerical solution of initial value problems. The idea is to consider them as special boundary value problems and to apply the multiple shooting method, which contains a lot of inherent parallelism. It is shown that this technique provides a remarkable speedup for non-stiff linear problems; the same holds for nonlinear problems if a good starting approximation is at hand. This is demonstrated, in particular, for the differential equation describing our solar system. For stiff problems, only a moderate speedup is possible since a transient phase has to be computed on each subinterval.