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Related papers: A multi-level spectral deferred correction method

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The spectral deferred correction (SDC) method is class of iterative solvers for ordinary differential equations (ODEs). It can be interpreted as a preconditioned Picard iteration for the collocation problem. The convergence of this method…

Numerical Analysis · Mathematics 2021-11-03 Gitte Kremling , Robert Speck

Spectral deferred correction (SDC) methods are an attractive approach to iteratively computing collocation solutions to an ODE by performing so-called sweeps with a low-order time stepping method. SDC allows to easily construct high order…

Numerical Analysis · Mathematics 2016-03-18 Robert Speck , Daniel Ruprecht , Michael Minion , Matthew Emmett , Rolf Krause

Spectral deferred corrections (SDC) is an iterative approach for constructing higher- order accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of…

Computational Engineering, Finance, and Science · Computer Science 2017-06-14 R. W. Grout , H. Kolla , M. L. Minion , J. B. Bell

Spectral Deferred Correction (SDC) is an iterative method for the numerical solution of ordinary differential equations. It works by refining the numerical solution for an initial value problem by approximately solving differential…

Numerical Analysis · Mathematics 2025-09-09 Thomas Saupe , Sebastian Götschel , Thibaut Lunet , Daniel Ruprecht , Robert Speck

Efficient time integration schemes are necessary to capture the complex processes involved in atmospheric flows over long periods of time. In this work, we propose a high-order, implicit-explicit numerical scheme that combines Multi-Level…

Numerical Analysis · Mathematics 2018-10-22 Francois Hamon , Martin Schreiber , Michael Minion

Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned…

Numerical Analysis · Mathematics 2024-05-15 Ikrom Akramov , Sebastian Götschel , Michael Minion , Daniel Ruprecht , Robert Speck

In this paper we present two strategies to enable "parallelization across the method" for spectral deferred corrections (SDC). Using standard low-order time-stepping methods in an iterative fashion, SDC can be seen as preconditioned Picard…

Numerical Analysis · Mathematics 2017-03-24 Robert Speck

In this work we analyze the convergence properties of the Spectral Deferred Correction (SDC) method originally proposed by Dutt et al. [BIT, 40 (2000), pp. 241--266]. The framework for this high-order ordinary differential equation (ODE)…

Numerical Analysis · Mathematics 2019-07-24 Mathew F. Causley , David C. Seal

We present a fourth-order finite-volume algorithm in space and time for low Mach number reacting flow with detailed kinetics and transport. Our temporal integration scheme is based on a multi-implicit spectral deferred correction (MISDC)…

Numerical Analysis · Mathematics 2016-08-24 Will Pazner , Andrew Nonaka , John Bell , Marcus Day , Michael Minion

Parallel-across-the method time integration can provide small scale parallelism when solving initial value problems. Spectral deferred corrections (SDC) with a diagonal sweeper, which is closely related to iterated Runge-Kutta methods…

Numerical Analysis · Mathematics 2025-02-12 Gayatri Čaklović , Thibaut Lunet , Sebastian Götschel , Daniel Ruprecht

In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…

Numerical Analysis · Mathematics 2024-12-13 Shun Li , Yan Jiang , Yingda Cheng

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Numerical Analysis · Mathematics 2020-04-07 Daniel Z. Huang , Will Pazner , Per-Olof Persson , Matthew J. Zahr

Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…

Numerical Analysis · Mathematics 2025-12-09 Erik Pfister , Jörg Stiller

In this paper, we present a new SDC scheme for solving semi-explicit DAEs with the ability to be parallelized in which only the differential equations are numerically integrated is presented. In Shu et al. (2007) it was shown that SDC for…

Numerical Analysis · Mathematics 2026-01-26 Matthias Bolten , Lisa Wimmer

This paper presents a semi-implicit spectral deferred correction (SDC) method for incompressible Navier-Stokes problems with variable viscosity and time-dependent boundary conditions. The proposed method integrates elements of velocity- and…

Numerical Analysis · Mathematics 2020-10-28 Jörg Stiller

We present a parallel implicit-explicit time integration scheme for the advection-diffusion-reaction systems arising from the equations governing low-Mach number combustion with complex chemistry. Our strategy employs parallelization across…

Numerical Analysis · Mathematics 2018-10-03 Francois Hamon , Marcus Day , Michael Minion

In this paper we present the Python framework pySDC for solving collocation problems with spectral deferred correction methods (SDC) and their time-parallel variant PFASST, the parallel full approximation scheme in space and time. pySDC…

Mathematical Software · Computer Science 2018-08-09 Robert Speck

We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and…

Numerical Analysis · Mathematics 2020-11-03 Tommaso Buvoli

The Landau-Brazovskii model is a well-known Landau model for finding the complex phase structures in microphase-separating systems ranging from block copolymers to liquid crystals. It is critical to design efficient numerical schemes for…

Numerical Analysis · Mathematics 2023-08-09 Donghang Zhang , Lei Zhang

We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method.…

Numerical Analysis · Mathematics 2014-05-27 Bryan Quaife , George Biros
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