Deferred Correction Method Research Articles

Semi-implicit spectral deferred correction methods for highly nonlinear partial differential equations

The goal of this paper is to develop a novel semi-implicit spectral deferred correction (SDC) time marching method. The method can be used in a large class of problems, especially for highly nonlinear ordinary differential equations (ODEs) without easily separating of stiff and non-stiff components, which is more general and efficient comparing with traditional semi-implicit SDC methods. The proposed semi-implicit SDC method is based on low order time integration methods and corrected iteratively. The order of accuracy is increased for each additional iteration. And we also explore its local truncation error analytically. This SDC method is intended to be combined with the method of lines, which provides a flexible framework to develop high order semi-implicit time marching methods for nonlinear partial differential equations (PDEs). In this paper we mainly focus on the applications of the nonlinear PDEs with higher order spatial derivatives, e.g. convection diffusion equation, the surface diffusion and Willmore flow of graphs, the Cahn–Hilliard equation, the Cahn–Hilliard–Brinkman system and the phase field crystal equation. Coupled with the local discontinuous Galerkin (LDG) spatial discretization, the fully discrete schemes are all high order accurate in both space and time, and stable numerically with the time step proportional to the spatial mesh size. Numerical experiments are carried out to illustrate the accuracy and capability of the proposed semi-implicit SDC method.

Numerical analysis of a second order algorithm for simplified magnetohydrodynamic flows

In this paper, we construct a second order algorithm based on the spectral deferred correction method for the time-dependent magnetohydrodynamics flows at a low magnetic Reynolds number. We present a complete theoretical analysis to prove that this algorithm is unconditionally stable, consistent and second order accuracy. Finally, two numerical examples are given to illustrate the convergence and effectiveness of our algorithm.

An Essentially Non-Oscillatory Spectral Deferred Correction Method for Conservation Laws

We present a computational method based on the Spectral Deferred Corrections (SDC) time integration technique and the Essentially Non-Oscillatory (ENO) finite volume method for the conservation laws (one-dimensional Euler equations). The SDC technique is used to advance the solutions in time with high-order of accuracy. The ENO method is used to define high-order cell edge quantities that are then used to evaluate numerical fluxes. The coupling of the SDC method with a high-order finite volume method (Piece-wise Parabolic Method (PPM)) for solving the conservation laws is first carried out by Layton et al. in [Layton, A. T. and Minion, M. L. [2004] “Conservative multi-implicit spectral deferred correction methods for reacting gas dynamics,” J. Comput. Phys. 194(2), 697–714]. Issues about this approach have been addressed and some improvements have been added to it in [Kadioglu et al. [2012] “A gas dynamics method based on the spectral deferred corrections (SDC) time integration technique and the piecewise parabolic method (PPM),” Am. J. Comput. Math. 1–4, 303–317]. Here, we investigate the implications when the PPM method is replaced with the well-known ENO method. We note that the SDC-PPM method is fourth-order accurate in time and space. Therefore, we kept the order of accuracy of the ENO procedure as fourth-order in order to be able to make a consistent comparison between the two approaches (SDC-ENO versus SDC-PPM methods). We have tested the new SDC-ENO technique by solving several test problems involving moderate to strong shock waves and smooth/complex flow structures. Our numerical results show that we have numerically achieved the formally fourth-order convergence of the new method for smooth problems. Our numerical results also indicate that the newly proposed technique performs very well providing highly resolved shock discontinuities and fairly good contact solutions. More importantly, the discontinuities in the flow test problems are captured with essentially no-oscillations. We have numerically compared the fourth-order SDC-ENO scheme to the fourth-order SDC-PPM method for the same test problems. The results are similar for most of the test problems except in some cases the SDC-PPM method suffers from minor oscillations compared to SDC-ENO scheme being completely oscillation free.

Algorithm 965

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.

Error estimates of the integral deferred correction method for stiff problems

In this paper, we present error estimates of the integral deferred correction method constructed with stiffly accurate implicit Runge–Kutta methods with a nonsingular matrix A in its Butcher table representation, when applied to stiff problems characterized by a small positive parameter e . In our error estimates, we expand the global error in powers of e and show that the coefficients are global errors of the integral deferred correction method applied to a sequence of differential algebraic systems. A study of these errors and of the remainder of the expansion yields sharp error bounds for the stiff problem. Numerical results for the van der Pol equation are presented to illustrate our theoretical findings. Finally, we study the linear stability properties of these methods.

An Essentially Nonoscillatory Spectral Deferred Correction Method for Hyperbolic Problems

We present a computational method based on the spectral deferred corrections (SDC) time integration technique and the essentially nonoscillatory (ENO) finite volume method for hyperbolic problems. The SDC technique is used to advance the solutions in time with high-order of accuracy. The ENO method is used to define high-order cell edge quantities that are then used to evaluate numerical fluxes. The coupling of the SDC method with a high-order finite volume method (piece-wise parabolic method (PPM)) is first carried out by Layton et al. [J. Comput. Phys. 194(2) (2004) 697]. Issues about this approach have been addressed and some improvements have been added to it in Kadioglu et al. [J. Comput. Math. 1(4) (2012) 303]. Here, we investigate the implications when the PPM method is replaced with the well-known ENO method. We note that the SDC-PPM method is fourth-order accurate in time and space. Therefore, we kept the order of accuracy of the ENO procedure as fourth-order in order to be able to make a consistent comparison between the two approaches (SDC-ENO versus SDC-PPM). We have tested the new SDC-ENO technique by solving smooth and nonsmooth hyperbolic problems. Our numerical results indicate that the fourth-order of accuracy in both space and time has been achieved for smooth problems. On the other hand, the new method performs very well when it is applied to nonlinear problems that involve discontinuous solutions. In other words, we have obtained highly resolved discontinuous solutions with essentially no-oscillations at or around the discontinuities.

A Numerical Framework for Integrating Deferred Correction Methods to Solve High Order Collocation Formulations of ODEs

Recent analysis and numerical experiments show that the deferred correction methods are competitive numerical schemes for time dependent differential equations. These methods differ in the mathematical formulations, choices of collocation points, and numerical integration or differentiation strategies. Existing analyses of these methods usually follow traditional ODE theory and study each algorithm's convergence and stability properties as the step size $$\varDelta t$$Δt varies. In this paper, we study the deferred correction methods from a different perspective by separating two different concepts in the algorithm: (1) the properties of the converged solution to the collocation formulation, and (2) the convergence procedure utilizing the deferred correction schemes to iteratively and efficiently reduce the error in the provisional solution. This new viewpoint allows the construction of a numerical framework to integrate existing techniques, by (1) selecting an appropriate collocation discretization based on the physical properties of the solution to balance the time step size and accuracy of the initial approximate solution; and by (2) applying different deferred correction strategies for reducing different components in the error of the provisional solution. This paper discusses properties of different components in the numerical framework, and presents preliminary results on the effective integration of these components for ODE initial value problems. Our results provide useful guidelines for implementing "optimal" time integration schemes for general time dependent differential equations.

A semi-implicit spectral deferred correction method for two water wave models with nonlocal viscous term and numerical study of their decay rates

A semi-implicit spectral deferred correction method for two water wave models with nonlocal viscous term and numerical study of their decay rates

Revisionist integral deferred correction with adaptive step-size control

Adaptive stepsize control is a critical feature for the robust and efficient numerical solution of initial-value problems in ordinary differential equations. In this paper, we show that adaptive stepsize control can be incorporated within a family of parallel time integrators known as Revisionist Integral Deferred Correction (RIDC) methods. The RIDC framework allows for various strategies to implement stepsize control, and we report results from exploring a few of them.

Spectral Deferred Correction Method for FDTD

Finite difference time domain (FDTD) is widely used to compute the transient behavior of transmission lines. However, the time step of classic FDTD is limited by the Courant-Friedrich-Lewy (CFL) condition, which makes it not sufficiently efficient for relative low frequency (compared with computation cell size and wave length) signals. The FDTD with alternating direction implicit (ADI) technique is not restricted by the CFL condition, but suffers from numerical dispersions. This paper employs the spectral deferred correction method as the time marching scheme to solve the semidiscretized form of the telegraph equation. The method is unconditionally stable, which allows a larger time step, and can be essentially arbitrary high order accurate.

Faster SDC convergence on non-equidistant grids by DIRK sweeps

Spectral deferred correction methods for solving stiff ODEs are known to converge reasonably fast towards the collocation limit solution on equidistant grids, but show a less favourable contraction on non-equidistant grids such as Radau-IIa points. We interprete SDC methods as fixed point iterations for the collocation system and propose new DIRK-type sweeps for stiff problems based on purely linear algebraic considerations. Good convergence is recovered also on non-equidistant grids. The properties of different variants are explored on a couple of numerical examples.

High Accuracy Method for Magnetohydrodynamics System in Elsässer Variables

Abstract A method has been developed recently by the third author, that allows for decoupling of the evolutionary full magnetohydrodynamics (MHD) system in the Elsässer variables. The method entails the implicit discretization of the subproblem terms and the explicit discretization of coupling terms, and was proven to be unconditionally stable. In this paper we build on that result by introducing a high-order accurate deferred correction method, which also decouples the MHD system. We perform the full numerical analysis of the method, proving the unconditional stability and second order accuracy of the two-step method. We also use a test problem to verify numerically the claimed convergence rate.

A multi-level spectral deferred correction method

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.

A comparison of high-order explicit Runge–Kutta, extrapolation, and deferred correction methods in serial and parallel

We compare the three main types of high-order one-step initial value solvers: extrapolation, spectral deferred correction, and embedded Runge--Kutta pairs. We consider orders four through twelve, including both serial and parallel implementations. We cast extrapolation and deferred correction methods as fixed-order Runge--Kutta methods, providing a natural framework for the comparison. The stability and accuracy properties of the methods are analyzed by theoretical measures, and these are compared with the results of numerical tests. In serial, the 8th-order pair of Prince and Dormand (DOP8) is most efficient. But other high order methods can be more efficient than DOP8 when implemented in parallel. This is demonstrated by comparing a parallelized version of the well-known ODEX code with the (serial) DOP853 code. For an $N$-body problem with $N=400$, the experimental extrapolation code is as fast as the tuned Runge--Kutta pair at loose tolerances, and is up to two times as fast at tight tolerances.

An enhanced parareal algorithm based on the deferred correction methods for a stiff system

In this study, we consider a variant of the hybrid parareal algorithm based on deferred correction techniques in order to increase the convergence order even for the stiff system.A hybrid parareal ...

A Spectral Deferred Correction Method Applied to the Shallow Water Equations on a Sphere

Abstract Although significant gains have been made in achieving high-order spatial accuracy in global climate modeling, less attention has been given to the impact imposed by low-order temporal discretizations. For long-time simulations, the error accumulation can be significant, indicating a need for higher-order temporal accuracy. A spectral deferred correction (SDC) method is demonstrated of even order, with second- to eighth-order accuracy and A-stability for the temporal discretization of the shallow water equations within the spectral-element High-Order Methods Modeling Environment (HOMME). Because this method is stable and of high order, larger time-step sizes can be taken while still yielding accurate long-time simulations. The spectral deferred correction method has been tested on a suite of popular benchmark problems for the shallow water equations, and when compared to the explicit leapfrog, five-stage Runge–Kutta, and fully implicit (FI) second-order backward differentiation formula (BDF2) time-integration methods, it achieves higher accuracy for the same or larger time-step sizes. One of the benchmark problems, the linear advection of a Gaussian bell height anomaly, is extended to run for longer time periods to mimic climate-length simulations, and the leapfrog integration method exhibited visible degradation for climate length simulations whereas the second-order and higher methods did not. When integrated with higher-order SDC methods, a suite of shallow water test problems is able to replicate the test with better accuracy.

Stabilized semi‐implicit spectral deferred correction methods for Allen–Cahn and Cahn–Hilliard equations

Stabilized semi‐implicit spectral deferred correction methods are constructed for the time discretization of Allen–Cahn and Cahn–Hilliard equations. These methods are unconditionally stable, lead to simple linear system to solve at each iteration, and can achieve high‐order time accuracy with a few iterations in each time step. Ample numerical results are presented to demonstrate the effectiveness of the stabilized semi‐implicit spectral deferred correction methods for solving the Allen–Cahn and Cahn–Hilliard equations. Copyright © 2013 John Wiley & Sons, Ltd.

An enhanced parareal algorithm based on the deferred correction methods for a stiff system

In this study, we consider a variant of the hybrid parareal algorithm based on deferred correction techniques in order to increase the convergence order even for the stiff system.A hybrid parareal scheme introduced by Minion (2011) [20] improves the efficiency of the original parareal by utilizing a Spectral Deferred Correction (SDC) strategy for a fine propagator within the parareal iterations. In this paper, we use Krylov Deferred Correction (KDC) for a fine propagator to solve the stiff system and Differential Algebraic Equations (DAEs) stably. Also we employ a deferred correction technique based on the backward Euler method for a coarse propagator in order to make the global order of accuracy reasonably high while limiting the cost of sequential steps as small as possible.Numerical experiments on the efficiency of our method are promising.

Fourth-Order Deferred Correction Scheme for Solving Heat Conduction Problem

A deferred correction method is utilized to increase the order of spatial accuracy of the Crank-Nicolson scheme for the numerical solution of the one-dimensional heat equation. The fourth-order methods proposed are the easier development and can be solved by using Thomas algorithms. The stability analysis and numerical experiments have been limited to one-dimensional heat-conducting problems with Dirichlet boundary conditions and initial data.

A Spectral Deferred Correction Method for Fractional Differential Equations

A spectral deferred correction method is presented for the initial value problems of fractional differential equations (FDEs) with Caputo derivative. This method is constructed based on the residual function and the error equation deduced from Volterra integral equations equivalent to the FDEs. The proposed method allows that one can use a relatively few nodes to obtain the high accuracy numerical solutions of FDEs without the penalty of a huge computational cost due to the nonlocality of Caputo derivative. Finally, preliminary numerical experiments are given to verify the efficiency and accuracy of this method.