Stable parallel elimination for boundary valve ODEs
A parallelizable and vectorizable algorithm for solving linear algebraic systems arising from two-point boundary value ODEs is described. The method is equivalent to Gaussian elimination, with row partial pivoting, applied to a certain row- and column-reordered version of the usual almost block-diagonal coefficient matrix. Analytical and numerical evidence is presented to show that the algorithm is stable. Results from implementation on a shared-memory multiprocessor and a vector processor are given. The approach can be extended to handle problems with multipoint and integral conditions or algebraic parameters.
- Research Organization:
- Argonne National Lab., IL (United States). Mathematics and Computer Science Div.
- Sponsoring Organization:
- USDOE, Washington, DC (United States)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 10189186
- Report Number(s):
- ANL/MCS/PP--72994; ON: DE95001450
- Country of Publication:
- United States
- Language:
- English
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