Solving Large Systems of Ordinary Differential Equations with Four Point Block Method on Parallel Computer

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Executive Summary

The four point fully implicit block method is developed for solving large systems of ordinary differential equations using variable step size on a parallel shared memory computer. The method calculates the numerical solution at four points simultaneously and is suitable for parallelization across the method. The method is in a simple form as Adams type of method with the specific aim of gaining efficiency. For large problems, the parallel implementation produced a good speed up (1.89 for 2 processors and 2.95 for 4 processors) with respect to the sequential timing.

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