Algorithm 965

Abstract

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.

Document Details

Document Type
Pub Defense Publication
Publication Date
Aug 13, 2016
Source ID
10.1145/2964377

Entities

People

  • Benjamin W. Ong
  • Kyle Ladd
  • Ronald D. Haynes

Organizations

  • Air Force Office of Scientific Research
  • Barracuda Networks
  • Memorial University of Newfoundland
  • Michigan Technological University

Tags

Fields of Study

  • Mathematics

Readers

  • Computer Science.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)