Algorithm 965: RIDC methods: a family of parallel time integrators
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Publication:5270771
DOI10.1145/2964377zbMATH Open1369.65084arXiv1408.3082OpenAlexW1503528175WikidataQ113310156 ScholiaQ113310156MaRDI QIDQ5270771FDOQ5270771
Authors: Ronald D. Haynes, Kyle Ladd, Benjamin Ong 
Publication date: 30 June 2017
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Abstract: Revisionist integral deferred correction (RIDC) methods are a family of parallel--in--time methods to solve systems of initial values problems. The approach is able to bootstrap lower order time integrators to provide high order approximations in approximately the same wall clock time, hence providing a multiplicative increase in the number of compute cores utilized. Here we provide a C++ framework which automatically produces a parallel--in--time solution of a system of initial value problems given user supplied code for the right hand side of the system and a sequential code for a first-order time step. The user supplied time step routine may be explicit or implicit and may make use of any auxiliary libraries which take care of the solution of any nonlinear algebraic systems which may arise or the numerical linear algebra required. The code contains six examples of increasing complexity which also serve as templates to solve user defined problems.
Full work available at URL: https://arxiv.org/abs/1408.3082
Recommendations
Parallel numerical computation (65Y05) Packaged methods for numerical algorithms (65Y15) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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Cited In (15)
- Implicit parallel time integrators
- MPI-OpenMP algorithms for the parallel space-time solution of time dependent PDEs
- Applications of time parallelization
- A parallel space-time algorithm
- Multigrid reduction in time for non-linear hyperbolic equations
- A parallel-in-time collocation method using diagonalization: theory and implementation for linear problems
- Using Performance Analysis Tools for a Parallel-in-Time Integrator
- RIDC
- Parallel numerical Picard iteration methods
- Numerical analysis of a 4th-order time parallel algorithm for the time-dependent Navier-Stokes equations
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Uses Software
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