Multi-implicit peer two-step W-methods for parallel time integration

DOI10.1007/s10543-005-2635-yzbMath1079.65082MaRDI QIDQ2568622

Rüdiger Weiner, Bernhard A. Schmitt, Helmut Podhaisky

Publication date: 18 October 2005

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-005-2635-y

zbMATH Keywords

stability; numerical examples; parallel computation; superconvergence; collocation; stepsize control; Krylov methods; stiff ODE; stiff initial value problems; peer W-methods

Mathematics Subject Classification ID

34A34: Nonlinear ordinary differential equations and systems

65L20: Stability and convergence of numerical methods for ordinary differential equations

65Y05: Parallel numerical computation

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

65L50: Mesh generation, refinement, and adaptive methods for ordinary differential equations

Related Items

A Singly Diagonally Implicit Two-Step Peer Triple with Global Error Control for Stiff Ordinary Differential Equations, On the implementation of explicit two-step peer methods with Runge-Kutta stability, Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements, Two-step peer methods with continuous output, On algebraic stability of general linear methods and peer methods, Global error estimation and control in linearly-implicit parallel two-step peer W-methods, Parallel start for explicit parallel two-step peer methods, High-order linearly implicit two-step peer - finite element methods for time-dependent PDEs, Parameter optimization for explicit parallel peer two-step methods, Superconvergent IMEX peer methods, Rosenbrock-type `peer' two-step methods, Implicit parallel peer methods for stiff initial value problems, NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements, Discrete adjoint implicit peer methods in optimal control, Exponentially fitted two-step peer methods for oscillatory problems, Linearly implicit GARK schemes, Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter, Reprint of: Peer methods with improved embedded sensitivities for parameter-dependent ODEs, Adaptive ODE solvers in extended Kalman filtering algorithms, Adapted explicit two-step peer methods, IMEX peer methods for fast-wave-slow-wave problems, Superconvergent explicit two-step peer methods, Efficient A-stable peer two-step methods, A class of implicit peer methods for stiff systems, Explicit two-step peer methods, Implicit peer methods for large stiff ODE systems, Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed, Time-accurate and highly-stable explicit peer methods for stiff differential problems, Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods

Uses Software

Cites Work