Parallel Block Backward Differentiation Formulas for Solving Ordinary Differential Equations
A parallel block method based on Backward
Differentiation Formulas (BDF) is developed for the parallel solution
of stiff Ordinary Differential Equations (ODEs). Most common
methods for solving stiff systems of ODEs are based on implicit
formulae and solved using Newton iteration which requires repeated
solution of systems of linear equations with coefficient matrix, I -
hβJ . Here, J is the Jacobian matrix of the problem. In this paper,
the matrix operations is paralleled in order to reduce the cost of the
iterations. Numerical results are given to compare the speedup and
efficiency of parallel algorithm and that of sequential algorithm.
[1] Birta, L.G. and Abou-Rabia, O. (1987), Parallel Block Predictor
Corrector Methods for ODEs, IEEE Transactions on Computers, c-
36(3):299-311.
[2] Chu, M.T. and Hamilton, H. (1987), Parallel solution of ODE-s by
multi-block methods,SIAM J. Sci. Stat. Comput. 8: 342-353.
[3] Gear, C.W. (1971), Numerical Initial Value Problems in Ordinary
Differential Equations, New Jersey: Prentice Hall, Inc.
[4] Rosser, J.B. 1967. A Runge-Kutta for All Seasons. Siam Review 9(3):
417-452.
[5] Watts, H.A. and Shampine, L.F. 1972. A-Stable Block Implicit One-Step
Methods. BIT 12:252-266.
[6] Worland, P.B., (1976). Parallel Methods for the Numerical Solution of
Ordinary Differentials Equations, IEEE Transactions on Computers C-
25:1045-1048.
[7] Zarina Bibi, I., Khairil Iskandar, O.,Suleiman, M., 2007. Variable
Stepsize Block Backward Differentiation Formula For Solving Stiff
ODEs, Proceedings of World Congress on Engineering 2007, London,
U.K. Vol II: pg 785-789. ISBN: 978-988-98671-2-6.
[1] Birta, L.G. and Abou-Rabia, O. (1987), Parallel Block Predictor
Corrector Methods for ODEs, IEEE Transactions on Computers, c-
36(3):299-311.
[2] Chu, M.T. and Hamilton, H. (1987), Parallel solution of ODE-s by
multi-block methods,SIAM J. Sci. Stat. Comput. 8: 342-353.
[3] Gear, C.W. (1971), Numerical Initial Value Problems in Ordinary
Differential Equations, New Jersey: Prentice Hall, Inc.
[4] Rosser, J.B. 1967. A Runge-Kutta for All Seasons. Siam Review 9(3):
417-452.
[5] Watts, H.A. and Shampine, L.F. 1972. A-Stable Block Implicit One-Step
Methods. BIT 12:252-266.
[6] Worland, P.B., (1976). Parallel Methods for the Numerical Solution of
Ordinary Differentials Equations, IEEE Transactions on Computers C-
25:1045-1048.
[7] Zarina Bibi, I., Khairil Iskandar, O.,Suleiman, M., 2007. Variable
Stepsize Block Backward Differentiation Formula For Solving Stiff
ODEs, Proceedings of World Congress on Engineering 2007, London,
U.K. Vol II: pg 785-789. ISBN: 978-988-98671-2-6.
@article{"International Journal of Engineering, Mathematical and Physical Sciences:56771", author = "Khairil Iskandar Othman and Zarina Bibi Ibrahim and Mohamed Suleiman", title = "Parallel Block Backward Differentiation Formulas for Solving Ordinary Differential Equations", abstract = "A parallel block method based on Backward
Differentiation Formulas (BDF) is developed for the parallel solution
of stiff Ordinary Differential Equations (ODEs). Most common
methods for solving stiff systems of ODEs are based on implicit
formulae and solved using Newton iteration which requires repeated
solution of systems of linear equations with coefficient matrix, I -
hβJ . Here, J is the Jacobian matrix of the problem. In this paper,
the matrix operations is paralleled in order to reduce the cost of the
iterations. Numerical results are given to compare the speedup and
efficiency of parallel algorithm and that of sequential algorithm.", keywords = "Backward Differentiation Formula, block, ordinarydifferential equations.", volume = "2", number = "4", pages = "256-3", }