76 research outputs found
An almost symmetric Strang splitting scheme for the construction of high order composition methods
In this paper we consider splitting methods for nonlinear ordinary
differential equations in which one of the (partial) flows that results from
the splitting procedure can not be computed exactly. Instead, we insert a
well-chosen state into the corresponding nonlinearity ,
which results in a linear term whose exact flow can be
determined efficiently. Therefore, in the spirit of splitting methods, it is
still possible for the numerical simulation to satisfy certain properties of
the exact flow. However, Strang splitting is no longer symmetric (even though
it is still a second order method) and thus high order composition methods are
not easily attainable. We will show that an iterated Strang splitting scheme
can be constructed which yields a method that is symmetric up to a given order.
This method can then be used to attain high order composition schemes. We will
illustrate our theoretical results, up to order six, by conducting numerical
experiments for a charged particle in an inhomogeneous electric field, a
post-Newtonian computation in celestial mechanics, and a nonlinear population
model and show that the methods constructed yield superior efficiency as
compared to Strang splitting. For the first example we also perform a
comparison with the standard fourth order Runge--Kutta methods and find
significant gains in efficiency as well better conservation properties
Exponential Integrators on Graphic Processing Units
In this paper we revisit stencil methods on GPUs in the context of
exponential integrators. We further discuss boundary conditions, in the same
context, and show that simple boundary conditions (for example, homogeneous
Dirichlet or homogeneous Neumann boundary conditions) do not affect the
performance if implemented directly into the CUDA kernel. In addition, we show
that stencil methods with position-dependent coefficients can be implemented
efficiently as well.
As an application, we discuss the implementation of exponential integrators
for different classes of problems in a single and multi GPU setup (up to 4
GPUs). We further show that for stencil based methods such parallelization can
be done very efficiently, while for some unstructured matrices the
parallelization to multiple GPUs is severely limited by the throughput of the
PCIe bus.Comment: To appear in: Proceedings of the 2013 International Conference on
High Performance Computing Simulation (HPCS 2013), IEEE (2013
An almost symmetric Strang splitting scheme for nonlinear evolution equations
In this paper we consider splitting methods for the time integration of
parabolic and certain classes of hyperbolic partial differential equations,
where one partial flow can not be computed exactly. Instead, we use a numerical
approximation based on the linearization of the vector field. This is of
interest in applications as it allows us to apply splitting methods to a wider
class of problems from the sciences.
However, in the situation described the classic Strang splitting scheme,
while still a method of second order, is not longer symmetric. This, in turn,
implies that the construction of higher order methods by composition is limited
to order three only. To remedy this situation, based on previous work in the
context of ordinary differential equations, we construct a class of Strang
splitting schemes that are symmetric up to a desired order.
We show rigorously that, under suitable assumptions on the nonlinearity,
these methods are of second order and can then be used to construct higher
order methods by composition. In addition, we illustrate the theoretical
results by conducting numerical experiments for the Brusselator system and the
KdV equation
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