This repository contains sample code for the pre-print by Pentland, Tamborrino, Sullivan, Buchanan, and Appel - "GParareal: A time-parallel ODE solver using Gaussian process emulation" (https://arxiv.org/abs/2201.13418). Using the 'TESTNAME_Results.m' in each folder, one should be able to re-create the results from the paper.
The code is written in MATLAB and requires the use of the following toolboxes (note there may be dependencies I have overlooked):
- Parallel Computing Toolbox.
- 1FHN: contains experiments on the FitzHugh-Nagumo system (open the 'FHN_Results.m script).
- 2Rossler: contains experiments on the Rossler system (open the 'Rossler_Results.m script).
- 3Nonautonomous: contains experiments on a nonautonomous ODE system (open the 'NonAuto_Results.m script).
- 4DoublePendulum: contains experiments on the classic double pendulum system (open the 'DoublePen_Results.m script).
- Kamran Pentland - Mathematics Institute, University of Warwick
- Massimiliano Tamborrino - Dept. of Statistics, University of Warwick
- Tim Sullivan - Mathematics Institute, University of Warwick
- James Buchanan - Cuham Centre for Fusion Energy, Abingdon, Oxfordshire
- Lynton Appel - Cuham Centre for Fusion Energy, Abingdon, Oxfordshire