Abstract

It is the purpose of this paper to provide an acceleration of waveform relaxation (WR) methods for the numerical solution of large systems of ordinary differential equations. The introduced technique is based on the employ of graphics processing units (GPUs) in order to speed-up the numerical integration process. A CUDA solver based on WR-Picard, WR-Jacobi and red-black WR-Gauss-Seidel iterations is presented and some numerical experiments realized on a multi-GPU machine are provided.

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