Numerically Solving a System of Differential Equations in Parallel?

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Kevin Bachovchin 2014-4-4

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回答： nathan raynal-castang 2019-4-11

Hello,

If I have a system of coupled differential equations:

dx1dt = f1(x1,x2)

dx2dt = f2(x1,x2)

Is there a way to solve this system of differential equations in parallel? (I'm thinking something like one function computes dx1dt and another function computes dx2dt and the two functions communicate with each other in order to share x1 and x2 after each time step.)

Thank you,

Kevin

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Mischa Kim 2014-4-4

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Kevin, check out this answer. Your x1 and x2 are the u and w variables.

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Kevin Bachovchin 2014-4-9

What I want is for one function to compute dx1dt and another function to compute dx2dt in parallel and then the two processors communicate with each other in order to share x1 and x2 after each time step. Is something like that possible?

Mischa Kim 2014-4-10

As Jan and I tried to point out these type of coupled numerical problems do not lend themselves for parallelization. Parallelization works best if you can send off independent jobs to e.g. different processor cores.

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nathan raynal-castang 2019-4-11

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as far I as know it is not possible, however, if you have to solve it multiple times, you could use paralel computing to solve the equation with different parameters multiple times .