Parallel linear system solvers for Runge-Kutta methods

DOI10.1023/A:1018990601750MaRDI QIDQ1371967zbMATH OpenOpenAlexFDO

Authors P. J. van der Houwen, Jacques J. B. de Swart

Publication date 14 April 1998

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018990601750, https://handle.uba.uva.nl/personal/pure/en/publications/parallel-linear-system-solvers-for-rungekutta-methods(9f40e381-093a-4483-91cd-712a38b7686c).html

zbMATH Keywords

implicit Runge-Kutta methodslinear system solversparallel computationstiff system

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Parallel numerical computation (65Y05)

Review text

When solving ordinary differential equations by implicit Runge-Kutta methods, it is often the solution of the arising linear system (from a modified Newton process) which is the most computational intensive part. This paper presents a method which makes it possible to achieve small scale parallelism in the solution of this system by splitting it into subsystems corresponding to each stage of the underlying Runge-Kutta formulae. The drawback of this approach is that it introduces an additional iteration, but nevertheless a speed-up of more than 3 has been achieved on a 4 processor system in comparison to the RADAU5 code.

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