Parfor/SPMD and Backwards Euler method for ODEs

As far as I know, a crucial assumption for using the aforementioned models is the independence between instructions so that the result at time t mustn't depend on the result at time t-1. That's why I'd ask if it is possible to adapt either the parfor or the SPMD model to solve ODEs with backwards Euler.

Thank you in advance for you answers.

Answer 1

[Jan]

Solving ODEs cannot be parallelized in general. This is not a limitation of Matlab's PARFOR/SPMD, but the dependency between the steps prohibits the parallel evaluation.

You could use parfor to compute different integrations, e.g. for different parameters or initial values.