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@ARTICLE{Kremling:903291,
author = {Kremling, Gitte and Speck, Robert},
title = {{C}onvergence of multilevel spectral deferred corrections},
journal = {Communications in applied mathematics and computational
science},
volume = {16},
number = {2},
issn = {1559-3940},
address = {Berkeley, Calif.},
publisher = {Mathematical Sciences Publishers},
reportid = {FZJ-2021-04987},
pages = {227 - 265},
year = {2021},
abstract = {The spectral deferred correction (SDC) method is a class of
iterative solvers for ordinary differential equations
(ODEs). It can be interpreted as a preconditioned Picard
iteration for the collocation problem. The convergence of
this method is well known, for suitable problems it gains
one order per iteration up to the order of the quadrature
method of the collocation problem provided. This appealing
feature enables an easy creation of flexible, high-order
accurate methods for ODEs. A variation of SDC are multilevel
spectral deferred corrections (MLSDC). Here, iterations are
performed on a hierarchy of levels and an FAS correction
term, as in nonlinear multigrid methods, couples solutions
on different levels. While there are several numerical
examples which show its capabilities and efficiency, a
theoretical convergence proof is still missing. We address
this issue. A proof of the convergence of MLSDC, including
the determination of the convergence rate in the time-step
size, will be given and the results of the theoretical
analysis will be numerically demonstrated. It turns out that
there are restrictions for the advantages of this method
over SDC regarding the convergence rate.},
cin = {JSC},
ddc = {510},
cid = {I:(DE-Juel1)JSC-20090406},
pnm = {5111 - Domain-Specific Simulation Data Life Cycle Labs
(SDLs) and Research Groups (POF4-511) / DFG project
450829162 - Raum-Zeit-parallele Simulation multimodale
Energiesystemen (450829162)},
pid = {G:(DE-HGF)POF4-5111 / G:(GEPRIS)450829162},
typ = {PUB:(DE-HGF)16},
UT = {WOS:000752484200003},
doi = {10.2140/camcos.2021.16.227},
url = {https://juser.fz-juelich.de/record/903291},
}