Parallel-in-time high-order multiderivative IMEX solvers

Autor: Schütz, Jochen, Seal, David C., Zeifang, Jonas
Rok vydání: 2021
Předmět:
Druh dokumentu: Working Paper
Popis: In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving multiple derivatives of the ODE's right-hand side and a predictor-corrector ansatz. The latter approach is designed in such a way that parallelism in time is made possible. We present thorough analysis as well as numerical results that showcase scaling opportunities of methods from this class of solvers.
Comment: 36 pages
Databáze: arXiv