High order operator splitting methods based on an integral deferred correction framework

Integral deferred correction (IDC) methods have been shown to be an efficient way to achieve arbitrary high order accuracy and possess good stability properties. In this paper, we construct high order operator splitting schemes using the IDC procedure to solve initial value problems (IVPs). We present analysis to show that the IDC methods can correct for both the splitting and numerical errors, lifting the order of accuracy by $r$ with each correction, where $r$ is the order of accuracy of the method used to solve the correction equation. We further apply this framework to solve partial differential equations (PDEs). Numerical examples in two dimensions of linear and nonlinear initial-boundary value problems are presented to demonstrate the performance of the proposed IDC approach.Comment: 33 pages, 22 figure

On the convergence of spectral deferred correction methods

In this work we analyze the convergence properties of the Spectral Deferred Correction (SDC) method originally proposed by Dutt et al. [BIT, 40 (2000), pp. 241--266]. The framework for this high-order ordinary differential equation (ODE) solver is typically described wherein a low-order approximation (such as forward or backward Euler) is lifted to higher order accuracy by applying the same low-order method to an error equation and then adding in the resulting defect to correct the solution. Our focus is not on solving the error equation to increase the order of accuracy, but on rewriting the solver as an iterative Picard integral equation solver. In doing so, our chief finding is that it is not the low-order solver that picks up the order of accuracy with each correction, but it is the underlying quadrature rule of the right hand side function that is solely responsible for picking up additional orders of accuracy. Our proofs point to a total of three sources of errors that SDC methods carry: the error at the current time point, the error from the previous iterate, and the numerical integration error that comes from the total number of quadrature nodes used for integration. The second of these two sources of errors is what separates SDC methods from Picard integral equation methods; our findings indicate that as long as difference between the current and previous iterate always gets multiplied by at least a constant multiple of the time step size, then high-order accuracy can be found even if the underlying "solver" is inconsistent the underlying ODE. From this vantage, we solidify the prospects of extending spectral deferred correction methods to a larger class of solvers to which we present some examples.Comment: 29 page

DEFECT-DEFERRED CORRECTION METHOD FOR THE TWO-DOMAIN CONVECTION-DOMINATED CONVECTION-DIFFUSION PROBLEM

We present a method for solving a fluid-fluid interaction problem (two convection-dominated convection-diusion problems adjoined by an interface), which is a simplifed version of the atmosphere ocean coupling problem. The method resolves some of the issues that can be crucial to the fluid-fluid interaction problems: it is a partitioned time stepping method, yet it is of high order accuracy in both space and time (the two-step algorithm considered in this report provides second order accuracy); it allows for the usage of the legacy codes (which is a common requirement when resolving flows in complex geometries), yet it can be applied to the problems with very small viscosity/diffusion coefficients. This is achieved by combining the defect correction technique for increased spatial accuracy (and for resolving the issue of high convection-to-difusion ratio) with the deferred correction in time (which allows for the usage of the computationally attractive partitioned scheme, yet the time accuracy is increased beyond the usual result of partitioned methods being only first order accurate) into the defect-deferred correction method (DDC). The results are readily extendable to the higher order accuracy cases by adding more correction steps. Both the theoretical results and the numerical tests provided demonstrate that the computed solution is unconditionally stable and the accuracy in both space and time is improved after the correction step

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

An Efficient Parallel-in-Time Method for Optimization with Parabolic PDEs

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE constrained optimization. In order to develop an efficient fully time-parallel algorithm we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and adjoint equations simultaneously. We also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a non-linear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches

HIGHER ACCURACY METHODS FOR FLUID FLOWS IN VARIOUS APPLICATIONS: THEORY AND IMPLEMENTATION

This dissertation contains research on several topics related to Defect-deferred correction (DDC) method applying to CFD problems. First, we want to improve the error due to temporal discretization for the problem of two convection dominated convection-diffusion problems, coupled across a joint interface. This serves as a step towards investigating an atmosphere-ocean coupling problem with the interface condition that allows for the exchange of energies between the domains. The main diffuculty is to decouple the problem in an unconditionally stable way for using legacy code for subdomains. To overcome the issue, we apply the Deferred Correction (DC) method. The DC method computes two successive approximations and we will exploit this extra flexibility by also introducing the artificial viscosity to resolve the low viscosity issue. The low viscosity issue is to lose an accuracy and a way of finding a approximate solution as a diffusion coeffiscient gets low. Even though that reduces the accuracy of the first approximation, we recover the second order accuracy in the correction step. Overall, we construct a defect and deferred correction (DDC) method. So that not only the second order accuracy in time and space is obtained but the method is also applicable to flows with low viscosity. Upon successfully completing the project in Chapter 1, we move on to implementing similar ideas for a fluid-fluid interaction problem with nonlinear interface condition; the results of this endeavor are reported in Chapter 2. In the third chapter, we represent a way of using an algorithm of an existing penalty-projection for MagnetoHydroDynamics, which allows for the usage of the less sophisticated and more computationally attractive Taylor-Hood pair of finite element spaces. We numerically show that the new modification of the method allows to get first order accuracy in time on the Taylor-Hood finite elements while the existing method would fail on it. In the fourth chapter, we apply the DC method to the magnetohydrodynamic (MHD) system written in Elsásser variables to get second order accuracy in time. We propose and analyze an algorithm based on the penalty projection with graddiv stabilized Taylor Hood solutions of Elsásser formulations