Parallel diagonally implicit Runge-Kutta-Nyström methods
diagonally implicit Runge-Kutta- Nyström methodinitial-value problemiterative methodlarge Lipschitz constantsnumerical examplesorder reductionparallel computerssecond order equationsspectral radius
Nonlinear ordinary differential equations and systems (34A34) Numerical computation of solutions to systems of equations (65H10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Parallel numerical computation (65Y05)
The authors report the results of the integration of initial-value problem for systems of special second-order ordinary differential equations \(y(t)=f(y(t))\) of dimension \(d\) with large Lipschitz constants. An iterative solution procedure is constructed in such a way that it can be easily implemented on parallel computers. In each step the iterative method is a diagonally implicit Runge-Kutta-Nyström method; because the number of states of this method varies considerably from step to step, the application of the parallelism is especially efficient. Additionally, by a suitable choice of the iteration parameters based on the minimization of the spectral radius of the stage vector iteration matrix, the parallel computers can keep fairly small the total number of stages. This allows to overcome the phenomenon of order reduction due to high harmonics observed in many problems with large Lipschitz constants. Four numerical examples show the advantage of the new approach, which can be also extended to the problem \(y^{(\nu)}(t)=f(y(t))\), \(\nu > 2\).
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