Re: [Boost-users] parallelised ODE solvers

Subject: Re: [Boost-users] parallelised ODE solvers
From: Vihan Pandey (vihanpandey_at_[hidden])
Date: 2015-10-01 06:28:15

Thanks Alex,

I got your email, I will check out the document.

Thanks and Cheers!

- vihan

On 1 October 2015 at 05:38, Alex Patriciu <apatriciu_at_[hidden]> wrote:

> 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!
>>
>> _______________________________________________
>> Boost-users mailing list
>> Boost-users_at_[hidden]
>> http://lists.boost.org/mailman/listinfo.cgi/boost-users
>>
>
>
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> Boost-users mailing list
> Boost-users_at_[hidden]
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>

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