Parker–Sochacki Method for Solving Systems of Ordinary Differential Equations Using Graphics Processors

摘要

The Parker–Sochacki method, which is used for solving systems of ordinary differential equations, and implementation of this method on graphics processors are described. The solution to the classical N-body problem is considered as a test. The algorithm makes it possible to effectively use massive parallel graphics processors and provides acceptable accuracy with multiple time reduction, as compared to processors of a conventional architecture.