Spectral deferred corrections with fast-wave slow-wave splitting

DOI10.1137/16M1060078MaRDI QIDQ2818246zbMATH OpenWikidataFDO

Authors Daniel Ruprecht, Robert Speck

Publication date 7 September 2016

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.01626

zbMATH Keywords

convergencestabilityEuler equationssemidiscretizationRunge-Kutta methodsspectral deferred correctionslinearised Boussinesq equationCourant-Friedrichs-Lewy numbersacoustic advectionacoustic-advection problemfast-wave slow-wave splitting

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) 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) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Compressible fluids and gas dynamics (76N99)

Abstract: The paper investigates a variant of semi-implicit spectral deferred corrections (SISDC) in which the stiff, fast dynamics correspond to fast propagating waves ("fast-wave slow-wave problem"). We show that for a scalar test problem with two imaginary eigenvalues $ilambd{a}_{fast}$, $ilambd{a}_{slow}$, having $Deltatleft(left|lambd{a}_{fast}ight|+left|lambd{a}_{slow}ight|ight)<1$ is sufficient for the fast-wave slow-wave SDC (FWSW-SDC) iteration to converge and that in the limit of infinitely fast waves the convergence rate of the non-split version is retained. Stability function and discrete dispersion relation are derived and show that the method is stable for essentially arbitrary fast-wave CFL numbers as long as the slow dynamics are resolved. The method causes little numerical diffusion and its semi-discrete phase speed is accurate also for large wave number modes. Performance is studied for an acoustic-advection problem and for the linearised Boussinesq equations, describing compressible, stratified flow. FWSW-SDC is compared to a diagonally implicit Runge-Kutta (DIRK) and IMEX Runge-Kutta (IMEX) method and found to be competitive in terms of both accuracy and cost.

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Cites work

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Cited in

(22)

• An arbitrary high order series-based time-marching method with discontinuous Galerkin method for 2D convection problem
• On the convergence of spectral deferred correction methods
• Spectral deferred corrections with fast-wave slow-wave splitting
• Toward transient finite element simulation of thermal deformation of machine tools in real-time
• An exponential spectral deferred correction method for multidimensional parabolic problems
• Parallel-in-time multi-level integration of the shallow-water equations on the rotating sphere
• Stability analysis and error estimates of semi-implicit spectral deferred correction coupled with local discontinuous Galerkin method for linear convection-diffusion equations
• Parallelizing spectral deferred corrections across the method
• Improving efficiency of parallel across the method spectral deferred corrections
• Faster SDC convergence on non-equidistant grids by DIRK sweeps
• pySDC
• Using Performance Analysis Tools for a Parallel-in-Time Integrator
• The parallel full approximation scheme in space and time for a parabolic finite element problem
• A Unified Analysis Framework for Iterative Parallel-in-Time Algorithms
• Spectral deferred correction method for Landau-Brazovskii model with convex splitting technique
• Deferred correction methods for ordinary differential equations
• Convergence of multilevel spectral deferred corrections
• Multi-level spectral deferred corrections scheme for the shallow water equations on the rotating sphere
• Algorithm 997: pySDC -- prototyping spectral deferred corrections
• Adaptive time step selection for spectral deferred correction
• Spectral deferred correction methods for second-order problems
• PFASST-ER: combining the parallel full approximation scheme in space and time with parallelization across the method

Describes a project that uses

Uses Software

• Matplotlib
• SciPy
• SymPy
• IRKC

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