I would like to farm out solving systems of ODEs onto GPUs, in a 'trivially parallelisable' setting. For example, doing a sensitivity analysis with 512 different parameter sets, or solving the (independent) ODEs associated with something like nodes of a finite element mesh.
Ideally I want to do ODE solving with a smart adaptive timestep solver like CVODE, rather than a fixed timestep like Forward Euler, but running it on an NVIDIA GPU instead of CPU.
Has anyone done this? Are there libraries for it?