GPU Implementation of Implicit Runge-Kutta Methods

نویسنده

  • Navchetan Awasthi
چکیده

Runge-Kutta methods are an important family of implicit and explicit iterative methods used for the approximation of solutions of ordinary differential equations. Explicit RungeKutta methods are unsuitable for the solution of stiff equations as their region of stability is small. Stiff equation is a differential equation for which certain numerical methods for solving the equation are numerically unstable, unless the step size is very small. This project aims in parallelizing implicit Runge-Kutta methods which are stable even for the stiff problems . The major disadvantage is that Implicit Runge-Kutta methods are more computationally expensive. We will show how to accelerate the execution of implicit Runge-Kutta methods using GPUs.

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تاریخ انتشار 2015