Abstract
Implicit integration methods based on collocation are attractive for a number of reasons, e.g. their ideal (for Gauss-Legendre nodes) or near ideal (Gauss-Radau or Gauss-Lobatto nodes) order and stability properties. However, straightforward application of a collocation formula with M nodes to an initial value problem with dimension d requires the solution of one large Md × Md system of nonlinear equations.
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Acknowledgement
This work was supported by the Swiss National Science Foundation (SNSF) under the lead agency agreement through the project “ExaSolvers” within the Priority Programme 1648 “Software for Exascale Computing” (SPPEXA) of the Deutsche Forschungsgemeinschaft (DFG). Matthew Emmett and Michael Minion were supported by the Applied Mathematics Program of the DOE Office of Advanced Scientific Computing Research under the U.S. Department of Energy under contract DE-AC02-05CH11231. Michael Minion was also supported by the U.S. National Science Foundation grant DMS-1217080. The authors acknowledge support from Matthias Bolten, who provided the employed multigrid solver.
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Speck, R., Ruprecht, D., Minion, M., Emmett, M., Krause, R. (2016). Inexact Spectral Deferred Corrections. In: Dickopf, T., Gander, M., Halpern, L., Krause, R., Pavarino, L. (eds) Domain Decomposition Methods in Science and Engineering XXII. Lecture Notes in Computational Science and Engineering, vol 104. Springer, Cham. https://doi.org/10.1007/978-3-319-18827-0_39
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DOI: https://doi.org/10.1007/978-3-319-18827-0_39
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