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Ultrafast Soft

Parallel implicit ordinary differential equation solver for cuda

The present solver is able of solving sets of ordinary differential equations with implicite methods in parallel using graphical processing units through NVIDIA CUDA. Single set of equations can be solved for multiple parameter values or different initial conditions in parallel. The two implemented methods are Implicite Euler method and Implicite Radau type IIA. Solver can be used by including it into a C++ program or by compiling it into a CUDA kernel. Such a kernel can be evaluated for example from MATLAB.

Getting started:

The recomended way to start working with the solver is to read the solver.pdf.


This software will become open to the scientific community in 2016. Currently the software is available to our collaborators (Work with US). Commercial use is possible after obtaining a licence.