Revisionist integral deferred correction with adaptive step-size control

DOI10.2140/CAMCOS.2015.10.1MaRDI QIDQ2340229zbMATH OpenOpenAlexFDO

Authors Andrew Christlieb, Colin B. Macdonald, R. J. Spiteri, Benjamin Ong

Publication date 16 April 2015

Published in Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.6331

zbMATH Keywords

adaptive step-size controlinitial value problemslocal error estimationparallel time integratorsrevisionist integral deferred correction

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70) Parallel numerical computation (65Y05)

Abstract: Adaptive stepsize control is a critical feature for the robust and efficient numerical solution of initial-value problems in ordinary differential equations. In this paper, we show that adaptive stepsize control can be incorporated within a family of parallel time integrators known as Revisionist Integral Deferred Correction (RIDC) methods. The RIDC framework allows for various strategies to implement stepsize control, and we report results from exploring a few of them.

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Cited in

(13)

• Parallel-in-time high-order multiderivative IMEX solvers
• Efficient adaptive step size control for exponential integrators
• Deferred correction methods for ordinary differential equations
• On the convergence of spectral deferred correction methods
• Implicit two-derivative deferred correction time discretization for the discontinuous Galerkin method
• Reversible Long-Term Integration with Variable Stepsizes
• Algorithm 965: RIDC methods: a family of parallel time integrators
• Method of lines transpose: energy gradient flows using direct operator inversion for phase-field models
• Time parallelism and Newton-adaptivity of the two-derivative deferred correction discontinuous Galerkin method
• Multigrid reduction in time for non-linear hyperbolic equations
• Applications of time parallelization
• Adaptive time step selection for spectral deferred correction
• Adaptive time stepping for vesicle suspensions

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