Magistracy Department of Donetsk National Technical University

Computer science faculty

Department of applied mathematics and informatics

Abstract of Thesis

Introduction

Matrix-vector operation (MVO)

MVO characteristics

Runge-Kutta method

Ordinary differential equations (ODE)

ODE Iterative solving method

Acceleration via Newton method

ODE systems solving

Conclusions

Literature

Automated systems software specialty

Abstract of Thesis

"Parallel computational methods of Cauchy problem solving for the ordinary differential equation systems"

Russian version

3 LINEAR ORDINARY DIFFERENTIAL EQUATIONS SYSTEMS

Communicational overhead of matrix–vector multiplication operations might be effectively used for the Cauchy problem (3.1) solving for the systems of linear ODE.

Formula 3.1 (3.1)

This problem might be solved according to the Runge–Kutta method (3.2). Appropriate formula defines iteration process that can be reduced to the arithmetical matrix–vector operations [2, c.1].

Formula 3.2 (3.2)

All intermediate factors ki can be calculated in the consistently way only. Parallelism can be realized during the calculation of each of factor. It can be reached via using parallel matrix–vector arithmetic operations described above.

Alternative method of the Cauchy problem solving according to the Runge–Kutta rule is calculation of the full transitional operator (matrix). This operation is performed preliminary and once (before performing of iterations of a method) according to the formula (3.3). Thus, whole iterative process is reduced to a series of consecutive matrix–vector multiplication operations [2, c.3-5].

Formula 3.3 (3.3)

Advantage of the approach with transitional matrix calculation is shown at a plenty of iterations of Runge–Kutta method. Therefore, for the certain limited quantity of iterations the best characteristics will be shown by the approach with calculation of intermediate factors.

Characteristic feature of algorithms of Runge–Kutta method is iterative process of Cauchy problem solving. Parallelism is exposed during the calculation of intermediate factors on each step of method. Computational dependence of intermediate factors generally does not allow to perform simultaneous calculations of approximated solutions on different steps of Runge–Kutta method.

Parallelism of algorithm of Runge–Kutta method with calculation of intermediate factors on a step can be exposed at a stage of performing of matrix–vector operations. So computation step overhead of the parallel algorithm is defined by the formula (3.4). Parallel algorithm version of N-step-by-step Runge–Kutta method can be accomplished by the time defined by formula (3.5). Cannon algorithm with unchanged block distribution of operand–matrix is the most suitable for performing matrix–vector multiplication.

Formula 3.4 (3.4)

Formula 3.5 (3.5)

Acceleration and efficiency of processor units using of parallel algorithm are defined by formulas (3.6) and (3.7) correspondingly.

Formula 3.6 (3.6)

Formula 3.7 (3.7)

In order to avoid of intermediate factors calculation on each step of Runge–Kutta method transposition operator (matrix) should be used. Thus vector of the variables calculation is only performed on current iteration. Parallelization of transposition matrix calculation should be performed via using Cannon’s algorithm with unchanged result–matrix block distribution. Calculation of the approximate solution on the next iteration can be performed via calculation of matrix–vector product by the Cannon algorithm mentioned above.

Computational overhead of parallel algorithm of transition matrix calculation (3.3) is defined by formula (3.8).

Formula 3.8 (3.8)

Formula (3.9) reflects an equivalent of parallel algorithm acceleration function for large values of p. Efficiency of processor units using of parallel algorithm is defined by the formula (3.10).

Formula 3.9 (3.9)

Formula 3.10 (3.10)

Let the algorithm of the Cauchy problem solving for linear ODE system with calculation of intermediate factors via Runge–Kutta method is designated through RKStepSolve. Therefore the alternative algorithm with preliminary calculation of a transition matrix is designated through RKTransMatrix.

Execution time functions of parallel algorithms RKStepSolve and RKTransMatrix are shown on figures 3.1 and 3.2.

Figure 3.1

Figure 3.1 – Dependence of parallel algorithms execution time on the dimension of a computational grid for the fixed problem dimension


Figure 3.2

Figure 3.2 – Dependence of parallel algorithms execution time on the dimension of matrixes and vectors for the fixed dimension of a computational grid


Figure 3.3 reflects dependence of execution time of parallel algorithms RKStepSolve and RKTransMatrix on steps count for the fixed dimensions of a computational grid and dimension of the initial problem.

Ðèñóíîê 3.3

Figure 3.3 – Dependence of execution time of parallel algorithms on steps count for the fixed dimensions of a computational grid and dimension of the initial problem

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