Faster SDC convergence on non-equidistant grids by DIRK sweeps

Please always quote using this URN: urn:nbn:de:0297-zib-18662
  • 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.

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Author:Martin Weiser
Document Type:ZIB-Report
Tag:spectral deferred correction
Date of first Publication:2013/06/03
Series (Serial Number):ZIB-Report (13-30)
Published in:to be published in BIT Numerical Mathematics
Licence (German):License LogoCreative Commons - Namensnennung-Keine Bearbeitung

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