English

Parallel-in-time high-order multiderivative IMEX solvers

Numerical Analysis 2021-01-21 v1 Numerical Analysis

Abstract

In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving multiple derivatives of the ODE's right-hand side and a predictor-corrector ansatz. The latter approach is designed in such a way that parallelism in time is made possible. We present thorough analysis as well as numerical results that showcase scaling opportunities of methods from this class of solvers.

Keywords

Cite

@article{arxiv.2101.07846,
  title  = {Parallel-in-time high-order multiderivative IMEX solvers},
  author = {Jochen Schütz and David C. Seal and Jonas Zeifang},
  journal= {arXiv preprint arXiv:2101.07846},
  year   = {2021}
}

Comments

36 pages

R2 v1 2026-06-23T22:19:51.475Z