A multi-level spectral deferred correction method
From MaRDI portal
Publication:747643
DOI10.1007/S10543-014-0517-XzbMATH Open1326.65138arXiv1307.1312OpenAlexW2010029887WikidataQ54889264 ScholiaQ54889264MaRDI QIDQ747643FDOQ747643
Authors: Robert Speck, Daniel Ruprecht, Matthew Emmett, Matthias Bolten, Michael L. Minion, Rolf Krause 
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
Recommendations
- Convergence of multilevel spectral deferred corrections
- Accelerating the convergence of spectral deferred correction methods
- On the convergence of spectral deferred correction methods
- On the efficiency of spectral deferred correction methods for time-dependent partial differential equations
- Semi-implicit spectral deferred correction methods for ordinary differential equations
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)
Cites Work
- Efficient implementation of weighted ENO schemes
- Title not available (Why is that?)
- High-order multi-implicit spectral deferred correction methods for problems of reactive flow.
- Multi-Level Adaptive Solutions to Boundary-Value Problems
- Compact finite difference schemes with spectral-like resolution
- Efficient time discretization for local discontinuous Galerkin methods
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An asymptotic parallel-in-time method for highly oscillatory PDEs
- Toward an efficient parallel in time method for partial differential equations
- Symmetric parareal algorithms for Hamiltonian systems
- A hybrid parareal spectral deferred corrections method
- Title not available (Why is that?)
- Semi-implicit spectral deferred correction methods for ordinary differential equations
- Spectral deferred correction methods for ordinary differential equations
- Conservative multi-implicit spectral deferred correction methods for reacting gas dynamics.
- Comments on high-order integrators embedded within integral deferred correction methods
- Accelerating the convergence of spectral deferred correction methods
- Simultaneous space-time adaptive wavelet solution of nonlinear parabolic differential equations
- Iterated deferred corrections for nonlinear operator equations
- Implications of the choice of quadrature nodes for Picard integral deferred corrections methods for ordinary differential equations
- Inexact spectral deferred corrections
- Efficient implementation of a multi-level parallel in time algorithm
- Integrating an \(N\)-body problem with SDC and PFASST
- Semi-implicit integral deferred correction constructed with additive Runge-Kutta methods
- Integral deferred correction methods constructed with high order Runge-Kutta integrators
- On the spectral deferred correction of splitting methods for initial value problems
- A multirate time integrator for regularized Stokeslets
- On improving an approximate solution of a functional equation by deferred corrections
- Semi-implicit projection methods for incompressible flow based on spectral deferred corrections.
- Title not available (Why is that?)
- Explicit parallel-in-time integration of a linear acoustic-advection system
- Faster SDC convergence on non-equidistant grids by DIRK sweeps
- On the efficiency of spectral deferred correction methods for time-dependent partial differential equations
Cited In (36)
- Interweaving PFASST and parallel multigrid
- Inexact spectral deferred corrections
- Variational space-time elements for large-scale systems
- Variable-step deferred correction methods based on backward differentiation formulae for ordinary differential equations
- On the convergence of spectral deferred correction methods
- Adaptive time stepping for vesicle suspensions
- An experimental comparison of a space-time multigrid method with PFASST for a reaction-diffusion problem
- A new efficient explicit deferred correction framework: analysis and applications to hyperbolic PDEs and adaptivity
- A class of exponential integrators based on spectral deferred correction
- Parallel-in-time for parabolic optimal control problems using PFASST
- Spectral deferred corrections with fast-wave slow-wave splitting
- An Efficient Parallel-in-Time Method for Optimization with Parabolic PDEs
- High order numerical algorithms based on biquadratic spline collocation for two-dimensional parabolic partial differential equations
- Theoretically optimal inexact spectral deferred correction methods
- A spectral deferred correction method for incompressible flow with variable viscosity
- Applications of time parallelization
- Multilevel convergence analysis of multigrid-reduction-in-time
- Hybrid methods for radiation transport using diagonally implicit Runge-Kutta and space-time discontinuous Galerkin time integration
- \textit{A posteriori} error estimation for the spectral deferred correction method
- Parallelizing spectral deferred corrections across the method
- A high-order spectral deferred correction strategy for low Mach number flow with complex chemistry
- On the efficiency of spectral deferred correction methods for time-dependent partial differential equations
- A fourth-order adaptive mesh refinement algorithm for the multicomponent, reacting compressible Navier–Stokes equations
- Acceleration for microflow simulations of high-order moment models by using lower-order model correction
- Low-storage integral deferred correction methods for scientific computing
- High-order partitioned spectral deferred correction solvers for multiphysics problems
- 50 years of time parallel time integration
- Analysis of a new space-time parallel multigrid algorithm for parabolic problems
- Deferred correction methods for ordinary differential equations
- Convergence of multilevel spectral deferred corrections
- Concurrent implicit spectral deferred correction scheme for low-Mach number combustion with detailed chemistry
- A time-spectral method for initial-value problems using a novel spatial subdomain scheme
- Multi-level spectral deferred corrections scheme for the shallow water equations on the rotating sphere
- An arbitrary-order, fully implicit, hybrid kinetic solver for linear radiative transport using integral deferred correction
- Algorithm 997: pySDC -- prototyping spectral deferred corrections
- PFASST-ER: combining the parallel full approximation scheme in space and time with parallelization across the method
Uses Software
This page was built for publication: A multi-level spectral deferred correction method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q747643)
