Author : Pooja S. Patil 1
Date of Publication :21st August 2017
Abstract: Numerical methods for solving fractional differential equations are computationally heavy due to the need of floatingpoint operations, the non-local nature of the fractional differential operators and more importantly, the data flow inside the entire memory system of a computer. Hence such systems can be implemented on Graphics Processing Unit (GPU) which has the parallel computing power for quicker simulation. A GPU has a number of threads where each thread can execute different program. MATLAB and Parallel Computing toolboxe can be used to access the computational power of GPU and MATLAB code can be implemented on the GPU. This helps us to achieve significant & faster computation than a normal CPU system. In this paper an attempt is made to implement numerical method for simple fractional ordinary differential equation (FODE) on a Dual Core CPU and NVIDIA GPU. This paper presents the relative performance of a GPU v/s CPU for fractional Euler’s method to solve FODE. From the results presented, it is observed that GPU provides two times speed up for fractional Euler’s method.
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