Parallel and Sequential Methods for Ordinary Differential Equations

By: Kevin Burrage

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Hardcover | 3 August 1995

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Hardcover
464 Pages

Dimensions(cm)
22.86 x 15.24 x 3.02

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This book presents an up-to-date exposition of the current 'state of the art' of numerical methods for solving ordinary differential equations in a parallel computing environment. Although the main focus is on problems of initial value type, consideration will also be given to boundary value problems and partial differential equations. Furthermore, because linear algebra is an important component of the solution of differential equations, a complete chapter is devoted to the parallel solution of linear systems of equations. In addition to presenting an overview of parallel computing in general, two chapters are devoted to a summary of existing sequential differential equation methods. The parallel techniques discussed include parallelism across the method, parallelism across the step, parallelism across the system, and dynamic iteration. The book concludes with a chapter on the behaviour of a parallel code based on waveform relaxation. This comprehensive book is unique in its content and provides a balance between theoretical and practical issues by providing general frameworks in which to study parallel methods.

Industry Reviews

...written at a level that should be accessible to most engineers and scientists familiar with numerical methods for ODEs and graduate, or senior undergraduate, students specializing in numerical computing. ... it is an ideal starting point for anyone interested in learning about parallel numerical methods for IVPs for ODEs as well as a valuable reference for established researchers in the area . . . Although several excellent books on numerical methods for IVPs for ODEs have appeared in the last few years, Burrage's monograph is unique in its breadth and depth of discussion of parallel methods for this class of problems. Ken Jackson, SIAM Review, Vol. 39 No. 2, June 1997

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