Algorithm 965: RIDC methods: a family of parallel time integrators
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Abstract: Revisionist integral deferred correction (RIDC) methods are a family of parallel--in--time methods to solve systems of initial values problems. The approach is able to bootstrap lower order time integrators to provide high order approximations in approximately the same wall clock time, hence providing a multiplicative increase in the number of compute cores utilized. Here we provide a C++ framework which automatically produces a parallel--in--time solution of a system of initial value problems given user supplied code for the right hand side of the system and a sequential code for a first-order time step. The user supplied time step routine may be explicit or implicit and may make use of any auxiliary libraries which take care of the solution of any nonlinear algebraic systems which may arise or the numerical linear algebra required. The code contains six examples of increasing complexity which also serve as templates to solve user defined problems.
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