TY - JOUR A1 - Weiser, Martin A1 - Ghosh, Sunayana T1 - Theoretically optimal inexact SDC methods JF - Communications in Applied Mathematics and Computational Science N2 - 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. Y1 - 2018 U6 - https://doi.org/10.2140/camcos.2018.13.53 IS - 13-1 SP - 53 EP - 86 ER - TY - GEN A1 - Binkowski, Felix T1 - On the convergence behavior of spectral deferred correction methods for convection-diffusion equations N2 - Spectral deferred correction (SDC) Methoden, vorgestellt von Dutt, Greengard und Rokhlin in [1], sind iterative Verfahren zur numerischen Lösung von Anfangswertproblemen für gewöhnliche Differentialgleichungen. Wenn diese Methoden konvergieren, dann wird unter Verwendung von Zeitschrittverfahren niedriger Ordnung eine Kollokationslösung berechnet. Die Lösung von steifen Anfangswertproblemen ist eine relevante Problemstellung in der numerischen Mathematik. SDC-Methoden, speziell für steife Probleme, werden von Martin Weiser in [2] konstruiert. Die Theorie und die Experimente beziehen sich dabei auf Probleme, die aus räumlich semidiskretisierten Reaktions-Diffusions-Gleichungen entstehen. In dieser Arbeit werden die Ansätze aus [2] auf Konvektions-Diffusions-Gleichungen angewendet und das resultierende Konvergenzverhalten von SDC-Methoden untersucht. Basierend auf einem einfachen Konvektions-Diffusions-Operator, dessen spektrale Eigenschaften umfassend studiert werden, wird ein Schema zur Verbesserung dieses Verhaltens entwickelt. Numerische Experimente zeigen, dass eine Verbesserung der in [1] eingeführten SDC-Methoden möglich ist. Die Untersuchungen ergeben weiterhin, dass das auch für komplexere Konvektions-Diffusions-Probleme gilt. [1] Alok Dutt, Leslie Greengard, und Vladimir Rokhlin. “Spectral deferred correction methods for ordinary differential equations.” In: BIT 40.2 (2000), pp. 241–266. [2] Martin Weiser. “Faster SDC convergence on non-equidistant grids by DIRK sweeps.” In: BIT 55.4 (2015), pp. 1219–1241. T3 - ZIB-Report - 17-53 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66016 SN - 1438-0064 ER - TY - THES A1 - Binkowski, Felix T1 - On the convergence behavior of spectral deferred correction methods for convection-diffusion equations N2 - Spectral deferred correction (SDC) Methoden, vorgestellt von Dutt, Greengard und Rokhlin in [1], sind iterative Verfahren zur numerischen Lösung von Anfangswertproblemen für gewöhnliche Differentialgleichungen. Wenn diese Methoden konvergieren, dann wird unter Verwendung von Zeitschrittverfahren niedriger Ordnung eine Kollokationslösung berechnet. Die Lösung von steifen Anfangswertproblemen ist eine relevante Problemstellung in der numerischen Mathematik. SDC-Methoden, speziell für steife Probleme, werden von Martin Weiser in [2] konstruiert. Die Theorie und die Experimente beziehen sich dabei auf Probleme, die aus räumlich semidiskretisierten Reaktions-Diffusions-Gleichungen entstehen. In dieser Arbeit werden die Ansätze aus [2] auf Konvektions-Diffusions-Gleichungen angewendet und das resultierende Konvergenzverhalten von SDC-Methoden untersucht. Basierend auf einem einfachen Konvektions-Diffusions-Operator, dessen spektrale Eigenschaften umfassend studiert werden, wird ein Schema zur Verbesserung dieses Verhaltens entwickelt. Numerische Experimente zeigen, dass eine Verbesserung der in [1] eingeführten SDC-Methoden möglich ist. Die Untersuchungen ergeben weiterhin, dass das auch für komplexere Konvektions-Diffusions-Probleme gilt. [1] Alok Dutt, Leslie Greengard, und Vladimir Rokhlin. “Spectral deferred correction methods for ordinary differential equations.” In: BIT 40.2 (2000), pp. 241–266. [2] Martin Weiser. “Faster SDC convergence on non-equidistant grids by DIRK sweeps.” In: BIT 55.4 (2015), pp. 1219–1241. Y1 - 2017 ER - TY - GEN A1 - Weiser, Martin A1 - Ghosh, Sunayana T1 - Theoretically optimal inexact SDC methods N2 - In several inital value problems with particularly expensive right hand side computation, there is a trade-off between accuracy and computational effort in evaluating the right hand sides. We consider inexact spectral deferred correction (SDC) methods for solving such non-stiff 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 an error model bounding the total error in terms of the right hand side 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 tolerance selection is worked out by minimizing the total work subject to achieving the requested tolerance. T3 - ZIB-Report - 16-52 KW - Spectral deferred correction, initial value problems, error propagation, adaptive control of tolerances Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53140 SN - 1438-0064 ER - TY - GEN A1 - Fischer, Lisa A1 - Götschel, Sebastian A1 - Weiser, Martin T1 - Lossy data compression reduces communication time in hybrid time-parallel integrators N2 - 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. T3 - ZIB-Report - 17-25 KW - parallel-in-time integration KW - hybrid parareal KW - convergence KW - lossy compression KW - MPI Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63961 SN - 1438-0064 ER - TY - JOUR A1 - Fischer, Lisa A1 - Götschel, Sebastian A1 - Weiser, Martin T1 - Lossy data compression reduces communication time in hybrid time-parallel integrators JF - Comput. Vis. Sci. N2 - 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. Y1 - 2018 U6 - https://doi.org/10.1007/s00791-018-0293-2 VL - 19 IS - 1 SP - 19 EP - 30 ER - TY - JOUR A1 - Weiser, Martin T1 - Faster SDC convergence on non-equidistant grids by DIRK sweeps JF - BIT Numerical Mathematics N2 - 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. Y1 - 2015 U6 - https://doi.org/10.1007/s10543-014-0540-y VL - 55 IS - 4 SP - 1219 EP - 1241 ER -