Re: [Boost-users] parallelised ODE solvers

Subject: Re: [Boost-users] parallelised ODE solvers
From: Vihan Pandey (vihanpandey_at_[hidden])
Date: 2015-10-01 06:29:02

Hi Mario,

Thanks for the reply, I will check the links out.

Thanks and Cheers!

- vihan

On 1 October 2015 at 14:49, Mario Mulansky <mario.mulansky_at_[hidden]> wrote:

> Hi vihan,
>
> On Monday, September 28, 2015 11:02:21 AM Vihan Pandey 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_nume
> > ric_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?
>
> odeint provides parallelization backends for explicit steppers (RK methods)
> based on CUDA (via thrust) [1], OpenCL [2] and OpenMP/MPI [3].
>
> >
> > 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.
>
> In my experience, parallelization only makes sense if you have at least
> ~100
> variables for CPUs, and at least ~100000 for GPUs. For smaller problems you
> might be able to get some performance improvements by using SIMD [4,5].
>
> Best,
> Mario
>
> [1]
>
> http://www.boost.org/doc/libs/1_56_0/libs/numeric/odeint/doc/html/boost_numeric_odeint/tutorial/using_cuda__or_openmp__tbb_______via_thrust.html
> [2]
>
> http://www.boost.org/doc/libs/1_56_0/libs/numeric/odeint/doc/html/boost_numeric_odeint/tutorial/using_opencl_via_vexcl.html
> [3]
>
> http://www.boost.org/doc/libs/1_56_0/libs/numeric/odeint/doc/html/boost_numeric_odeint/tutorial/parallel_computation_with_openmp_and_mpi.html
> [4]
> http://www.codeproject.com/Articles/841136/Boosting-ODE-simulations-with-Boost-odeint-and-Boo
> [5] http://www.italiancpp.org/dettagli-meetup-firenze-2015/#cpu-power
>
>
> >
> > Thanks and Cheers!
> >
> > - vihan
>
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>

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