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Prof. Dr. Igor Podlubny

U Kosice, Slowakei

On a Parallel Method for Initial and Boundary Value Problems for Linear Ordinary Differential Equations and Their Systems

Abstract: The proposed method is based on deviding a problem in similar so-called local problems, which can be solved independently and in parallel using any known method. The solution is then built as a linear combination of the obtained local solutions (i.e. solutions of local problems). The recurrence relationships (in case of non-homogeneous equations) and explicit expressions (in case of homogeneous equations) for the coefficients of the above-mentioned linear combination are obtained. The speed-up of the proposed method is considered for some particular methods, used for solving the local problems, as well as the problem of determination of the optimal number of sub-intervals (or processors) and the optimal number of equidistant nodes in each sub-interval. It is proved that the method speed-up is proportional to , where N is the total number of equidistant nodes. The idea of the method and the speed-up estimation is illustrated by several elementary examples.

Zeit: Freitag, 10. Dezember 1999, 14.15 Uhr
Ort:FU Berlin, Arnimallee 2-6, Raum 032 im EG

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