Fast solution of fully implicit Runge-Kutta and discontinuous Galerkin in time for numerical PDEs. I: The linear setting
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Publication:5037541
Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)
Abstract: Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). This framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time stepping schemes, and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite-element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally implicit RK methods.
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Cited in
(17)- Multigrid Methods for Implicit Runge--Kutta and Boundary Value Method Discretizations of Parabolic PDEs
- Parallel-in-time solver for the all-at-once Runge-Kutta discretization
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- Order‐Optimal Preconditioners for Implicit Runge–Kutta Schemes Applied to Parabolic PDEs
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