Multi-implicit peer two-step W-methods for parallel time integration
collocationKrylov methodsnumerical examplesparallel computationpeer W-methodsstabilitystepsize controlstiff initial value problemsstiff ODEsuperconvergence
Nonlinear ordinary differential equations and systems (34A34) 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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Parallel numerical computation (65Y05)
Peer two-step \(W\)-methods are designed for integration of stiff initial value problems with parallelism across the method. The essential feature is that in each time step \(s\) `peer' approximations are employed having similar properties. In fact, no primary solution variable is distinguished. Parallel implementation of these stages is easy since information from one previous time step is used only and the different linear systems may be solved simultaneously. This paper introduces a subclass having order \(s-1\) where optimal damping for stiff problems is obtained by using different system parameters in different stages. Favourable properties of this subclass are uniform stability for realistic stepsize sequences and a superconvergence property which is proved using a polynomial collocation formulation. Numerical tests on a shared memory computer of a matrix-free implementation with Krylov methods are included.
- Parallel `peer' two-step W-methods and their application to MOL-systems.
- Parallel Two-Step W-Methods with Peer Variables
- Global error estimation and control in linearly-implicit parallel two-step peer W-methods
- Parallel start for explicit parallel two-step peer methods
- Implicit parallel peer methods for stiff initial value problems
- Blended implementation of block implicit methods for ODEs
- General linear methods for stiff differential equations
- scientific article; zbMATH DE number 177007 (Why is no real title available?)
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- scientific article; zbMATH DE number 1967777 (Why is no real title available?)
- scientific article; zbMATH DE number 2086855 (Why is no real title available?)
- scientific article; zbMATH DE number 3408799 (Why is no real title available?)
- Implicit parallel peer methods for stiff initial value problems
- Lower bounds for the condition number of Vandermonde matrices
- Parallel `peer' two-step W-methods and their application to MOL-systems.
- Parallel half-block methods for initial value problems
- Parallel iteration of the extended backward differentiation formulas
- Parallel Two-Step W-Methods with Peer Variables
- RKC: An explicit solver for parabolic PDEs
- ROWMAP -- a ROW-code with Krylov techniques for large stiff ODEs
- High-order linearly implicit two-step peer - finite element methods for time-dependent PDEs
- Parameter optimization for explicit parallel peer two-step methods
- Parallel `peer' two-step W-methods and their application to MOL-systems.
- 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
- Parallel-in-time high-order multiderivative IMEX solvers
- Discrete adjoint implicit peer methods in optimal control
- Exponentially fitted two-step peer methods for oscillatory problems
- A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization
- 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
- 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
- Parallel Two-Step W-Methods with Peer Variables
- 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
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
- On the construction of diagonally implicit two-step peer methods with RK stability
- Global error estimation and control in linearly-implicit parallel two-step peer W-methods
- Stabilized explicit peer methods with parallelism across the stages for stiff problems
- Exponentially fitted IMEX peer methods for an advection-diffusion problem
- Implicit-explicit two-step peer methods with RK stability for implicit part
- L ()-stable peer methods with reused stages for advection-diffusion-reaction problems
- Parallel start for explicit parallel two-step peer methods
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