A multi-level spectral deferred correction method
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Publication:747643
DOI10.1007/S10543-014-0517-XzbMATH Open1326.65138arXiv1307.1312OpenAlexW2010029887WikidataQ54889264 ScholiaQ54889264MaRDI QIDQ747643FDOQ747643
Matthew Emmett, Michael L. Minion, Matthias Bolten, Robert Speck, Rolf Krause, Daniel Ruprecht
Publication date: 19 October 2015
Published in: BIT (Search for Journal in Brave)
Abstract: The spectral deferred correction (SDC) method is an iterative scheme for computing a higher-order collocation solution to an ODE by performing a series of correction sweeps using a low-order timestepping method. This paper examines a variation of SDC for the temporal integration of PDEs called multi-level spectral deferred corrections (MLSDC), where sweeps are performed on a hierarchy of levels and an FAS correction term, as in nonlinear multigrid methods, couples solutions on different levels. Three different strategies to reduce the computational cost of correction sweeps on the coarser levels are examined: reducing the degrees of freedom, reducing the order of the spatial discretization, and reducing the accuracy when solving linear systems arising in implicit temporal integration. Several numerical examples demonstrate the effect of multi-level coarsening on the convergence and cost of SDC integration. In particular, MLSDC can provide significant savings in compute time compared to SDC for a three-dimensional problem.
Full work available at URL: https://arxiv.org/abs/1307.1312
convergenceBurgers equationfinite difference methodnumerical examplewave equationcollocationnonlinear multigrid methodspectral deferred correctionsmulti-level spectral deferred corrections
Wave equation (35L05) KdV equations (Korteweg-de Vries equations) (35Q53) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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