Re: [Boost-users] parallelised ODE solvers

Subject: Re: [Boost-users] parallelised ODE solvers
From: Alex Patriciu (apatriciu_at_[hidden])
Date: 2015-09-30 20:08:32

Hi Vihan,

I built a GPU implementation of two parallel ODE solvers a
Adams-Bashforth-Moulton with 4 steps memory and a 4th order Runge-Kutta for
some linear systems simulator a couple of years ago. The parallelization
technique is not new as it is a prefix sum application (Guy E. Blelloch,
Prefix Sums and Their Applications). The implementation was using
internally some boost libraries; outwards interfaces for plain C, Python,
and Matlab were implemented. I will send you the documentation and link to
my git sources if interested on your personal email. There is no point in
spamming the boost list with "non boost" items.

Some thoughts
1. It will be hard to have an interface compatible with odeint for a
parallel ode solver. If you want to use a stepper approach, then you will
be able to parallelize only the operations in one step ( Matrix - Vector
multiplications and SAXPY operations). This will not give you enough GPU
load for small systems. Therefore, for 12-15 variables I do not think that
you will get any advantage using the GPU versus the CPU.
2. One way to achieve good GPU load (and performance) is to use a Prefix
Sum to parallelize operations for several simulation times simultaneously.
This is doable and the theory is relatively straight forward but it usually
leads to an increased number of operations. However, adaptive time stepping
will not be easy to implement.

Best,
Alex

On Mon, Sep 28, 2015 at 1:32 AM, Vihan Pandey <vihanpandey_at_[hidden]> wrote:

> Dear all,
>
> I am trying to integrate a simple 2 variable ODE system. I wanted to know
> which of the solvers listed here :
>
>
> http://www.boost.org/doc/libs/1_56_0/libs/numeric/odeint/doc/html/boost_numeric_odeint/getting_started/overview.html
>
> are parallelised for multicore CPU’s and GPU’s? Perhaps using Thrust for
> the Nvidia/CUDA GPU end of things?
>
> I am principally interested if someone has managed to make/port a library
> for parallelised RK45 methods. Please note in later work I plan on having
> more ODE's - probably systems of 12-15 parameters though they will be all
> be first order equations.
>
> Thanks and Cheers!
>
> - vihan
>
> --
> Listening to Ozzy again!
>
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