Parallelizing Explicit and Implicit Extrapolation Methods for Ordinary Differential Equations
Utkarsh; Chris Elrod; Yingbo Ma; Christopher Rackauckas · 2022 · arXiv
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Abstract (excerpt)
Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using extrapolation methods which exploit "parallelism within the method" so that arbitrary user ODEs can be parallelized. We describe the specific choices made in the implementation of the explicit and implicit extrapolation methods which allow for generating low overhead static schedules to then exploit with optimized multi-threaded implementations. We demonstrate that wh
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Metadata source: arXiv