Title
Performance and Properties of a Class of Parallel Continuous Explicit Runge-Kutta Methods for Ordinary and Delay Differential Equations
Authors
Christopher A.H. Paul
Keywords
Ordinary differential equations, delay differential equations, parallel algorithms, numerical performance, stability
Report No.
260
Date
13th October 1994
Status
Published in Proceedings of Hellenic European Research on Mathematics and Informatics 1994
File size
118Kb
Abstract
In this paper, we examine the parallel implementation of the iterated continuous extensions (ICEs) of Baker & Paul. We indicate how to construct arbitrarily high-order ICEs, and discuss some of the strategies for choosing the `free' parameters of the methods. The numerical results that we present suggest that ICEs implemented in parallel provide an easy and efficient way of writing dense-output ordinary differential equation codes and delay differential equation codes, even in the case that the lag vanishes and/or is state-dependent.
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