An efficient algorithm for the parallel solution of high-dimensional differential equations

DOI10.1016/J.CAM.2010.12.026zbMATH Open1210.65145arXiv1003.5238OpenAlexW2950064713MaRDI QIDQ631906FDOQ631906

Authors: Stefan Klus, Tuhin Sahai, Cong Liu, Michael Dellnitz 

Publication date: 14 March 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: The study of high-dimensional differential equations is challenging and difficult due to the analytical and computational intractability. Here, we improve the speed of waveform relaxation (WR), a method to simulate high-dimensional differential-algebraic equations. This new method termed adaptive waveform relaxation (AWR) is tested on a communication network example. Further we propose different heuristics for computing graph partitions tailored to adaptive waveform relaxation. We find that AWR coupled with appropriate graph partitioning methods provides a speedup by a factor between 3 and 16.

Full work available at URL: https://arxiv.org/abs/1003.5238

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zbMATH Keywords

numerical examplesgraph partitioningparallel algorithmsPetri netswaveform relaxationadaptive windowinghigh-dimensional differential-algebraic equations

Mathematics Subject Classification ID

Numerical methods for differential-algebraic equations (65L80) Parallel numerical computation (65Y05) Implicit ordinary differential equations, differential-algebraic equations (34A09) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited In (7)

• Dynamical Systems Theory and Algorithms for NP-hard Problems
• Spectral complexity of directed graphs and application to structural decomposition
• On nonintrusive uncertainty quantification and surrogate model construction in particle accelerator modeling
• Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems
• Hearing the clusters of a graph: A distributed algorithm
• Title not available (Why is that?)
• A high-order parallel finite difference algorithm

Uses Software

• mctoolbox
• Eigtool

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