Abstract

We present a novel class of integrators for differential equations that are suitable for parallel in time computation, whose structure can be considered as a generalization of the extrapolation methods. Starting with a low order integrator (preferably a symmetric second order one) we can build a set of second order schemes by few compositions of this basic scheme that can be computed in parallel. Then, a proper linear combination of the results (obtained from the order conditions associated to the corresponding Lie algebra) allows us to obtain new higher order methods. In this letter we present the structure of the methods, how to obtain several methods, we notice some order barriers that depend on the structure of the compositions used and finally, we show how this analysis can be further carried to obtain new and higher order schemes.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.