Optimizing locality and scalability of embedded Runge–Kutta solvers using block-based pipelining

The increasing gap between the speeds of processors and main memory has led to hardware architectures with an increasing number of caches to reduce average memory access times. Such deep memory hierarchies make the sequential and parallel efficiency of computer programs strongly dependent on their memory access pattern. In this paper, we consider embedded Runge–Kutta methods for the solution of ordinary differential equations and study their efficient implementation on different parallel platforms. In particular, we focus on ordinary differential equations which are characterized by a special access pattern as it results from the spatial discretization of partial differential equations by the method of lines. We explore how the potential parallelism in the stage vector computation of such equations can be exploited in a pipelining approach leading to a better locality behavior and a higher scalability. Experiments show that this approach results in efficiency improvements on several recent sequential and parallel computers.