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Centrum voor Wiskunde en Informatica
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| Id. |
42145884 |
| Idioma |
inglés
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| Titulo |
Centrum voor Wiskunde en Informatica |
| Autor(es) |
P. J. Van Der Houwen,J. E. Frank
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| Localización |
http://citeseer.ist.psu.edu/710349.html
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| Versión |
1.0 |
| Estado |
Final
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| Descripción |
The extended backward differentiation formulas (EBDFs) and their modified form (MEBDF) were proposed by
Cash in the 1980s for solving initial-value problems (IVPs) for stiff systems of ordinary differential equations
(ODEs). In a recent performance evaluation of various IVP solvers, including a variable-step-variable-order
implementation of the MEBDF method by Cash, it turned out that the MEBDF code often performs more
efficiently than codes like RADAU5, DASSL and VODE. This motivated us to look at possible parallel implementations
of the MEBDF method. Each MEBDF step essentially consists of successively solving three
nonlinear systems by means of modified Newton iteration using the same Jacobian matrix. In a direct implementation
of the MEBDF method on a parallel computer system, the only scope for (coarse grain) parallelism
consists of a number of parallel vector updates. However, all forward-backward substitutions and all righthand
side evaluations have to be done in sequence. In this paper, our starting point is the original (unmodified) EBDF
method. As a consequence, two different Jacobian matrices are involved in the modified Newton method, but on
a parallel computer system, the effective Jacobian-evaluation and the LU-decomposition costs are not increased.
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| Tipo |
ps
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| Palabras clave |
P. J. Van Der Houwen,J. E. Frank Centrum voor Wiskunde en Informatica
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| Tipo de Interactividad |
Expositivo
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| Nivel de Interactividad |
muy bajo
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| Audiencia |
Estudiante
Profesor
Autor
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| Estructura |
Atomic |
| Coste |
no
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| Copyright |
sí
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unrestricted |
| Formatos |
ps
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| Requerimientos técnicos |
Browser: Any
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| Relación |
[IsBasedOn] http://www.cwi.nl/ftp/CWIreports/MAS/MAS-R9913.ps.Z
[References] oai:CiteSeerPSU:333392
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| Fecha de contribución |
31-mar-2009 |
| Contacto |
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