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I found this video on Youtube outlining a method for Parallelizing NDSolve https://www.youtube.com/watch?v=6TiO3nRWZ_U.

Does anyone know what the current update is on this? I tried to implement in Mathematica 11 with the example in the video

eqs = {{y1'[t] == y2[t], y2'[t] == -Sin[y1[t]]}, {y1[0] == 1/2, 
  y2[0] == 0}};
vars = {y1[t], y2[t]};
tf = 1000;
time = {t, tf, tf}; 
prsol1 = First[
NDSolve[eqs, vars, time, 
 Method -> {"Parareal", "SerialMethod" -> "ExplicitRungeKutta", 
   "ParallelMethod" -> "ExplicitRungeKutta"}]]; // AbsoluteTiming

but it comes back with the message that

NDSolve::bdmtd: The value of the option Method     
->{Parareal,SerialMethod->ExplicitRungeKutta,ParallelMethod->ExplicitRungeKutta} 
is not a known built-in method, a symbol that could be a user-defined method,
 or a list with a name followed by method options.

Thanks!

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  • 3
    $\begingroup$ I do believe this isn't in the kernel yet and a developmental build was being used in the video. $\endgroup$ – Chip Hurst Jul 20 '18 at 14:30

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