Parallel multiple shooting for the solution of initial value problems

  • Authors:
  • M. Kiehl

  • Affiliations:
  • -

  • Venue:
  • Parallel Computing
  • Year:
  • 1994

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Abstract

The computing time for the numerical solution of initial-value problems is closely related to the number of evaluations of the right-hand side. In general this number can only be reduced slightly on parallel computers, even if simultaneous evaluations of right-hand side are counted as one evaluation. For special problems, however, it is possible to construct special methods which show a remarkable speedup on parallel computers. Multiple shooting, a method for boundary-value problems with an inherent parallelism, can also be applied efficiently to linear initial-value problems and to non-linear initial-value problems if good approximations are available.