Parameter optimization for explicit parallel peer two-step methods
Explicit two-step peer methodsinitial-value problemslinear programmingMonte-Carlo simulationnumerical examplesparallel methodsparameter optimizationstability
Nonlinear ordinary differential equations and systems (34A34) Monte Carlo methods (65C05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Parallel numerical computation (65Y05)
The authors discuss the parameter optimization for explicit parallel peer two-step methods for initial-value problems. Due to a two-step structure certain explicit peer methods with \(s\) stages have a parallel implementation on \(s\) processors. By the peer property all stages have essentially identical properties and the authors constructed a class of zero-stable methods with order \(p = s\) in all stages. Two approaches are discussed for choosing the free parameters. In a certain subclass the stability polynomial depends only linearly on a new set of parameters and by employing tailored root locus bounds a linear program can be formulated and solved exactly for stable and accurate methods. The second approach uses Monte-Carlo simulation in a wider class of methods. The two approaches are compared in realistic numerical tests on a parallel computer.
- A General Class of Two-Step Runge–Kutta Methods for Ordinary Differential Equations
- A parallel stiff ODE solver based on MIRKs
- Explicit general linear methods with inherent Runge--Kutta stability
- Explicit two-step peer methods
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 790009 (Why is no real title available?)
- scientific article; zbMATH DE number 3383473 (Why is no real title available?)
- Implicit parallel peer methods for stiff initial value problems
- Multi-implicit peer two-step W-methods for parallel time integration
- Parallel Two-Step W-Methods with Peer Variables
- Rosenbrock-type `peer' two-step methods
- Solving Ordinary Differential Equations I
- The construction of practical general linear methods
- Optimally zero stable explicit peer methods with variable nodes
- Two-step peer methods with equation-dependent coefficients
- Exponentially fitted two-step peer methods for oscillatory problems
- Reprint of: Peer methods with improved embedded sensitivities for parameter-dependent ODEs
- Search for efficient general linear methods for ordinary differential equations
- Adapted explicit two-step peer methods
- Order reduction phenomenon for general linear methods
- Superconvergent explicit two-step peer methods
- Time-accurate and highly-stable explicit peer methods for stiff differential problems
- Two-step peer methods with continuous output
- Linearly implicit peer methods for the compressible Euler equations
- Order conditions for general linear methods
- Partially implicit peer methods for the compressible Euler equations
- On the derivation of explicit two-step peer methods
- An efficient time-step-based self-adaptive algorithm for predictor-corrector methods of Runge-Kutta type
- Parallel start for explicit parallel two-step peer methods
- Functionally fitted explicit two step peer methods
- Explicit multi-step peer methods for special second-order differential equations
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