Non-stationary wave relaxation methods for general linear systems of Volterra equations: convergence and parallel GPU implementation

نویسندگان

چکیده

Abstract In the present paper, a parallel-in-time discretization of linear systems Volterra equations type $$\begin{aligned} \bar{u}(t) = \bar{u}_0 + \int _0^t \textbf{K}(t-s) \bar{u}(s)\,\text{ d }s \bar{f}(t),\qquad 0<t\le T, \end{aligned}$$ u ¯ ( t ) = 0 + ∫ K - s d f , < ≤ T is addressed. Related to analytical solution, general enough functional setting firstly stated. numerical parallel scheme based on Non-Stationary Wave Relaxation (NSWR) method for time proposed, and its convergence studied as well. A CUDA implementation carried out in order exploit Graphics Processing Units (GPUs), which are nowadays widely employed reducing computational several purpose applications. The performance these methods compared some sequential implementation. It revealed throughout experiments special interest practical applications good approach.

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ژورنال

عنوان ژورنال: Numerical Algorithms

سال: 2023

ISSN: ['1017-1398', '1572-9265']

DOI: https://doi.org/10.1007/s11075-023-01567-0