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BIT Numerical Mathematics

, Volume 58, Issue 3, pp 807–834 | Cite as

A parallel spectral deferred correction method for first-order evolution problems

  • Shuai Zhu
  • Shilie Weng
Article
  • 98 Downloads

Abstract

This paper investigates a novel parallel technique based on the spectral deferred correction (SDC) method and a compensation step for solving first-order evolution problems, and we call it para-SDC method for convenience. The standard SDC method is used in parallel with a rough initial guess and a Picard integral equation with high precision initial condition is acted as a compensator. The goal of this paper is to show how these processes can be parallelized and how to improve the efficiency. During the SDC step an implicit or semi-implicit method can be used for stiff problems which is always time-consuming, therefore that’s why we do this procedure in parallel. Due to a better initial condition of parallel intervals after the SDC step, the goal of compensation step is to get a better approximation and also avoid of solving an implicit problem again. During the compensation step an explicit Picard scheme is taken based on the numerical integration with polynomial interpolation on Gauss Radau II nodes, which is almost no time consumption, obviously, that’s why we do this procedure in serial. The convergency analysis and the parallel efficiency of our method are also discussed. Several numerical experiments and an application for simulation Allen–Cahn equation are presented to show the accuracy, stability, convergence order and efficiency features of para-SDC method.

Keywords

Spectral deferred correction Parareal algorithm Stiff system Preconditioning 

Mathematics Subject Classification

34K28 74H15 74Q10 74S05 

Notes

Acknowledgements

The authors thank Ph.D. Huashan Sheng for his critical support and technical assistance.

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Copyright information

© Springer Science+Business Media B.V., part of Springer Nature 2018

Authors and Affiliations

  1. 1.School of Mechanical EngeeringShanghai Jiao Tong UniversityShanghaiChina

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