一类延迟微分方程的并行Rosenbrock方法

Parallel Rosenbrock method for delay differential equations

针对刚性大系统,根据实际数值仿真和科学计算的需要,提出了一类并行Rosenbrock方法。该方法将不同级分配到不同的处理器上同时计算,以提高计算效率。将其用到一类延迟微分方程上,并对其稳定性及收敛性进行讨论。该方法不需要迭代,具有良好的稳定性。

Based on the demand of practical numerical simulation and scientific computation and aimed at stiffly large systems, this paper presents a new parallel Rosenbrock method. The method involves the calculation of the different internal stages of Rosenbrock methods on different processors in parallel in order to raise computational efficiency. The paper introduces the parallel Rosenbrock method applied to delay differential equations and discusses the stability and convergence. The method of a better stability needs no iteration.