Journal Article FZJ-2014-04596

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A multi-level spectral deferred correction method

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2015
Springer Science + Business Media B.V Dordrecht [u.a.]

BIT 55(3), 843-867 () [10.1007/s10543-014-0517-x]

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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.

Classification:

Contributing Institute(s):
  1. Jülich Supercomputing Center (JSC)
Research Program(s):
  1. 411 - Computational Science and Mathematical Methods (POF2-411) (POF2-411)
  2. DFG project 450829162 - Raum-Zeit-parallele Simulation multimodale Energiesystemen (450829162) (450829162)
  3. 511 - Computational Science and Mathematical Methods (POF3-511) (POF3-511)

Appears in the scientific report 2015
Database coverage:
JCR ; NationallizenzNationallizenz ; SCOPUS ; Science Citation Index ; Science Citation Index Expanded ; Thomson Reuters Master Journal List ; Web of Science Core Collection ; Zoological Record
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 Record created 2014-08-25, last modified 2023-03-10


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