2014/08/31 by Benjamin Ong, Ronald D. Haynes, Ronald Haynes +1
Computer Science · Engineering · Mathematics · #Advanced Numerical Analysis Techniques #Advanced Numerical Methods in Computational Mathematics #Computer science #Numerical methods for differential equations #cs.MS
paper · pdf · doi:10.1145/2964377
arxiv created 2015/04/24 · openalex created_date 2016/06/24 · openalex publication_date 2016/08/13 · arxiv updated 2017/01/09 · openalex updated_date 2026/08/06
Revisionist integral deferred correction 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 library that 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 timestep. The user-supplied timestep routine may be explicit or implicit and may make use of any auxiliary libraries that take care of the solution of any nonlinear algebraic systems that may arise or the numerical linear algebra required.