A parallel direct method for solving initial value problems for ordinary differential equations (Q686545)

The basic idea is to use a boundary value method for solving an initial value problem of the form \(Y'(t) = A(t)Y(t)\), \(Y(t_ 0) = Y_ 0\), \(A(t)\) is an \(m \times m\) matrix. This leads to a block tridiagonal system of linear equations. The generalization of the parallel cyclic reduction is used as linear solver. Some numerical results are presented, together with results obtained with the LSODE subroutine.