@article{WeiserGhosh2018, author = {Weiser, Martin and Ghosh, Sunayana}, title = {Theoretically optimal inexact SDC methods}, journal = {Communications in Applied Mathematics and Computational Science}, number = {13-1}, doi = {10.2140/camcos.2018.13.53}, pages = {53 -- 86}, year = {2018}, abstract = {In several inital value problems with particularly expensive right hand side evaluation or implicit step computation, there is a trade-off between accuracy and computational effort. We consider inexact spectral deferred correction (SDC) methods for solving such initial value problems. SDC methods are interpreted as fixed point iterations and, due to their corrective iterative nature, allow to exploit the accuracy-work-tradeoff for a reduction of the total computational effort. On one hand we derive error models bounding the total error in terms of the evaluation errors. On the other hand, we define work models describing the computational effort in terms of the evaluation accuracy. Combining both, a theoretically optimal local tolerance selection is worked out by minimizing the total work subject to achieving the requested tolerance. The properties of optimal local tolerances and the predicted efficiency gain compared to simpler heuristics, and a reasonable practical performance, are illustrated on simple numerical examples.}, language = {en} } @article{FischerGoetschelWeiser2018, author = {Fischer, Lisa and G{\"o}tschel, Sebastian and Weiser, Martin}, title = {Lossy data compression reduces communication time in hybrid time-parallel integrators}, volume = {19}, journal = {Comput. Vis. Sci.}, number = {1}, doi = {10.1007/s00791-018-0293-2}, pages = {19 -- 30}, year = {2018}, abstract = {Parallel in time methods for solving initial value problems are a means to increase the parallelism of numerical simulations. Hybrid parareal schemes interleaving the parallel in time iteration with an iterative solution of the individual time steps are among the most efficient methods for general nonlinear problems. Despite the hiding of communication time behind computation, communication has in certain situations a significant impact on the total runtime. Here we present strict, yet no sharp, error bounds for hybrid parareal methods with inexact communication due to lossy data compression, and derive theoretical estimates of the impact of compression on parallel efficiency of the algorithms. These and some computational experiments suggest that compression is a viable method to make hybrid parareal schemes robust with respect to low bandwidth setups.}, language = {en} } @article{Weiser2015, author = {Weiser, Martin}, title = {Faster SDC convergence on non-equidistant grids by DIRK sweeps}, volume = {55}, journal = {BIT Numerical Mathematics}, number = {4}, doi = {10.1007/s10543-014-0540-y}, pages = {1219 -- 1241}, year = {2015}, abstract = {Spectral deferred correction methods for solving stiff ODEs are known to converge rapidly towards the collocation limit solution on equidistant grids, but show a much less favourable contraction on non-equidistant grids such as Radau-IIa points. We interprete SDC methods as fixed point iterations for the collocation system and propose new DIRK-type sweeps for stiff problems based on purely linear algebraic considerations. Good convergence is recovered also on non-equidistant grids. The properties of different variants are explored on a couple of numerical examples.}, language = {en} }