Software for the parallel solution of systems of ordinary differential equations

Abstract

In this report we supply software for the numerical solution of systems of ordinary differential equations (ODEs) on an INTEL iPSC/2 hypercube. The first program can only be used to solve linear initial or boundary value systems of ODEs and based on an algorithm developed by Katti and Neta (1989) and improved by Lustman et al (1990). The second program is based on polynomial extrapolation and Gragg's scheme and is useful for nonlinear ODEs as well. This algorithm is described in Lustman, Neta and Gragg (1991)