DIRK Schemes with High Weak Stage Order

Runge-Kutta time-stepping methods in general suffer from order reduction: the observed order of convergence may be less than the formal order when applied to certain stiff problems. Order reduction can be avoided by using methods with high stage order. However, diagonally-implicit Runge-Kutta (DIRK) schemes are limited to low stage order. In this paper we explore a weak stage order criterion, which for initial boundary value problems also serves to avoid order reduction, and which is compatible with a DIRK structure. We provide specific DIRK schemes of weak stage order up to 3, and demonstrate their performance in various examples.Comment: 10 pages, 5 figure

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

Shared Memory Pipelined Parareal

For the parallel-in-time integration method Parareal, pipelining can be used to hide some of the cost of the serial correction step and improve its efficiency. The paper introduces an OpenMP implementation of pipelined Parareal and compares it to a standard MPI-based variant. Both versions yield almost identical runtimes, but, depending on the compiler, the OpenMP variant consumes about 7% less energy and has a significantly smaller memory footprint. However, its higher implementation complexity might make it difficult to use in legacy codes and in combination with spatial parallelisation

Numerical simulation of skin transport using Parareal

In silico investigation of skin permeation is an important but also computationally demanding problem. To resolve all scales involved in full detail will not only require exascale computing capacities but also suitable parallel algorithms. This article investigates the applicability of the time-parallel Parareal algorithm to a brick and mortar setup, a precursory problem to skin permeation. The C++ library Lib4PrM implementing Parareal is combined with the UG4 simulation framework, which provides the spatial discretization and parallelization. The combination’s performance is studied with respect to convergence and speedup. It is confirmed that anisotropies in the domain and jumps in diffusion coefficients only have a minor impact on Parareal’s convergence. The influence of load imbalances in time due to differences in number of iterations required by the spatial solver as well as spatio-temporal weak scaling is discussed

Toward transient finite element simulation of thermal deformation of machine tools in real-time

Finite element models without simplifying assumptions can accurately describe the spatial and temporal distribution of heat in machine tools as well as the resulting deformation. In principle, this allows to correct for displacements of the Tool Centre Point and enables high precision manufacturing. However, the computational cost of FE models and restriction to generic algorithms in commercial tools like ANSYS prevents their operational use since simulations have to run faster than real-time. For the case where heat diffusion is slow compared to machine movement, we introduce a tailored implicit–explicit multi-rate time stepping method of higher order based on spectral deferred corrections. Using the open-source FEM library DUNE, we show that fully coupled simulations of the temperature field are possible in real-time for a machine consisting of a stock sliding up and down on rails attached to a stand

Higher-order temporal integration for the incompressible Navier–Stokes equations in bounded domains

This paper compares and contrasts higher-order, semi-implicit temporal integration strategies for the incompressible Navier–Stokes methods based on spectral deferred corrections applied to certain gauge or auxiliary variable formulations of the equations. Particular focus is placed on the imposition of boundary conditions in the semi-implicit formulation, the accurate treatment of the pressure term, and the smoothness of the numerical solution for different formulations. The main result presented here is the formulation and numerical validation of a single-step, semi-implicit method called spectral deferred pressure corrections, which can in theory obtain arbitrary formal order of accuracy in time. Numerical results demonstrate up to eighth-order accuracy, scenarios where optimal temporal accuracy is attained, and scenarios where order reduction is observed due to time-dependent boundary conditions

On the stability of exponential integrators for non-diffusive equations

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and efficiency on non-diffusive equations to date. In this paper we apply linear stability analysis to showcase the poor stability properties of exponential integrators on non-diffusive problems. We then propose a simple repartitioning approach that stabilizes the integrators and enables the efficient solution of stiff, non-diffusive equations. To validate the effectiveness of our approach, we perform several numerical experiments that compare partitioned exponential integrators to unmodified ones. We also compare repartitioning to the well-known approach of adding hyperviscosity to the equation right-hand-side. Overall, we find that the repartitioning restores convergence at large timesteps and, unlike hyperviscosity, it does not require the use of high-order spatial derivatives

An experimental comparison of a space-time multigrid method with PFASST for a reaction-diffusion problem

We consider two parallel-in-time approaches applied to a (reaction) diffusion problem, possibly non-linear. In particular, we consider PFASST (Parallel Full Approximation Scheme in Space and Time) and space-time multigrid strategies. For both approaches, we start from an integral formulation of the continuous time dependent problem. Then, a collocation form for PFASST and a discontinuous Galerkin discretization in time for the space-time multigrid are employed, resulting in the same discrete solution at the time nodes. Strong and weak scaling of both multilevel strategies are compared for varying orders of the temporal discretization. Moreover, we investigate the respective convergence behavior for non-linear problems and highlight quantitative differences in execution times. For the linear problem, we observe that the two methods show similar scaling behavior with PFASST being more favorable for high order methods or when few parallel resources are available. For the non-linear problem, PFASST is more flexible in terms of solution strategy, while space-time multigrid requires a full non-linear solve