Final-value ODEs: Stable numerical integration and its application to parallel circuit analysis

While solving initial-value ODEs is the de facto approach to time-domain circuit simulation, the opposite act, solving final-value ODEs, has been neglected for a long time. Stable numerical integration of initial-value ODEs involves significant complications; the application of standard integration methods simply leads to instability. We show that not only practically meaningful applications of final-value ODE problems exist, but also the inherent stability challenges may be addressed by recently proposed numerical methods. Furthermore, we demonstrate an elegant bi-directional parallel circuit simulation scheme, where one time-domain simulation task is sped up by simultaneously solving initial and final-value ODEs, one from each end of the time axis. The proposed approach has unique and favorable properties: the solutions of the two ODE problems are completely data independent with built-in automatic load balancing. As a specific application study, we demonstrate the proposed technique under the contexts of parallel digital timing simulation and the shooting-Newton based steady-state analysis.