ORIGINAL PAPER

Parallel Implicit-Explicit General Linear Methods

Expand
  • Computational Science Laboratory, Virginia Polytechnic Institute and State University, Blacksburg, VA 24060, USA

Received date: 2020-02-01

  Revised date: 2020-04-21

  Online published: 2021-11-25

Supported by

This work was funded by awards NSF CCF1613905, NSF ACI1709727, AFOSR DDDAS FA9550-17-1-0015, and by the Computational Science Laboratory at Virginia Tech.

Abstract

High-order discretizations of partial diferential equations (PDEs) necessitate high-order time integration schemes capable of handling both stif and nonstif operators in an efcient manner. Implicit-explicit (IMEX) integration based on general linear methods (GLMs) ofers an attractive solution due to their high stage and method order, as well as excellent stability properties. The IMEX characteristic allows stif terms to be treated implicitly and nonstif terms to be efciently integrated explicitly. This work develops two systematic approaches for the development of IMEX GLMs of arbitrary order with stages that can be solved in parallel. The frst approach is based on diagonally implicit multi-stage integration methods (DIMSIMs) of types 3 and 4. The second is a parallel generalization of IMEX Euler and has the interesting feature that the linear stability is independent of the order of accuracy. Numerical experiments confrm the theoretical rates of convergence and reveal that the new schemes are more efcient than serial IMEX GLMs and IMEX Runge–Kutta methods.

Cite this article

Steven Roberts, Arash Sarshar, Adrian Sandu . Parallel Implicit-Explicit General Linear Methods[J]. Communications on Applied Mathematics and Computation, 2021 , 3(4) : 649 -669 . DOI: 10.1007/s42967-020-00083-5

References

1. Alnæs, M.S., Blechta, J., Hake, J., Johansson, A., Kehlet, B., Logg, A., Richardson, C., Ring, J., Rognes, M.E., Wells, G.N.: The FEniCS project version 1.5. Arch. Numer. Softw. 3(100), 9–23 (2015). https://doi.org/10.11588/ans.2015.100.20553
2. Ascher, U.M., Ruuth, S.J., Spiteri, R.J.: Implicit-explicit Runge–Kutta methods for time-dependent partial diferential equations. Appl. Numer. Math. 25(2/3), 151–167 (1997)
3. Ascher, U.M., Ruuth, S.J., Wetton, B.T.: Implicit-explicit methods for time-dependent partial differential equations. SIAM J. Numer. Anal. 32(3), 797–823 (1995)
4. Boscarino, S., Russo, G.: On a class of uniformly accurate IMEX Runge–Kutta schemes and applications to hyperbolic systems with relaxation. SIAM J. Sci. Comput. 31(3), 1926–1945 (2009)
5. Braś, M., Cardone, A., Jackiewicz, Z., Pierzchała, P.: Error propagation for implicit-explicit general linear methods. Appl. Numer. Math. 131, 207–231 (2018). https://doi.org/10.1016/j.apnum.2018.05.004
6. Braś, M., Izzo, G., Jackiewicz, Z.: Accurate implicit-explicit general linear methods with inherent Runge–Kutta stability. J. Sci. Comput. 70(3), 1105–1143 (2017)
7. Butcher, J.C.: Diagonally-implicit multi-stage integration methods. Appl. Numer. Math. 11(5), 347–363 (1993)
8. Butcher, J.C.: General linear methods for the parallel solution of ordinary diferential equations. In: Contributions in Numerical Mathematics, pp. 99–111. World Scientifc, Singapore (1993)
9. Butcher, J.C.: Order and stability of parallel methods for stif problems. Adv. Computat. Math. 7(1/2), 79–96 (1997)
10. Butcher, J.C., Chartier, P.: Parallel general linear methods for stif ordinary diferential and diferential algebraic equations. Appl. Numer. Math. 17(3), 213–222 (1995). https://doi.org/10.1016/0168-9274(95)00029-T
11. Califano, G., Izzo, G., Jackiewicz, Z.: Starting procedures for general linear methods. Appl. Numer. Math. 120, 165–175 (2017). https://doi.org/10.1016/J.APNUM.2017.05.009
12. Cardone, A., Jackiewicz, Z., Sandu, A., Zhang, H.: Extrapolated IMEX Runge–Kutta methods. Math. Model. Anal. 19(2), 18–43 (2014). https://doi.org/10.3846/13926292.2014.892903
13. Cardone, A., Jackiewicz, Z., Sandu, A., Zhang, H.: Extrapolation-based implicit-explicit general linear methods. Numer. Algorithms 65(3), 377–399 (2014). https://doi.org/10.1007/s11075-013-9759-y
14. Cardone, A., Jackiewicz, Z., Sandu, A., Zhang, H.: Construction of highly stable implicit-explicit general linear methods. In: AIMS proceedings, vol. 2015. Dynamical Systems, Diferential Equations, and Applications, pp. 185–194. Madrid, Spain (2015). https://doi.org/10.3934/proc.2015.0185
15. Computational Science Laboratory: ODE test problems (2020). https://github.com/Computatio nalScienceLaboratory/ODE-Test-Problems
16. Connors, J.M., Miloua, A.: Partitioned time discretization for parallel solution of coupled ODE systems. BIT Numer. Math. 51(2), 253–273 (2011). https://doi.org/10.1007/s10543-010-0295-z
17. Constantinescu, E., Sandu, A.: Extrapolated implicit-explicit time stepping. SIAM J. Sci. Comput. 31(6), 4452–4477 (2010). https://doi.org/10.1137/080732833
18. Ditkowski, A., Gottlieb, S., Grant, Z.J.: IMEX error inhibiting schemes with post-processing. arXiv:1912.10027 (2019)
19. Frank, J., Hundsdorfer, W., Verwer, J.: On the stability of implicit-explicit linear multistep methods. Appl. Numer. Math. 25(2/3), 193–205 (1997)
20. Hairer, E., Wanner, G.: Solving ordinary diferential equations Ⅱ: stif and diferential-algebraic problems, 2 edn. No. 14. In: Springer Series in Computational Mathematics. Springer, Berlin (1996)
21. Hundsdorfer, W., Ruuth, S.J.: IMEX extensions of linear multistep methods with general monotonicity and boundedness properties. J. Comput. Phys. 225(2), 2016–2042 (2007)
22. Izzo, G., Jackiewicz, Z.: Transformed implicit-explicit DIMSIMs with strong stability preserving explicit part. Numer. Algorithms 81(4), 1343–1359 (2019)
23. Jackiewicz, Z.: General Linear Methods for Ordinary Diferential Equations. Wiley, Amsterdam (2009)
24. Jackiewicz, Z., Mittelmann, H.: Construction of IMEX DIMSIMs of high order and stage order. Appl. Numer. Math. 121, 234–248 (2017). https://doi.org/10.1016/j.apnum.2017.07.004
25. Kennedy, C.A., Carpenter, M.H.: Additive Runge–Kutta schemes for convection-difusion-reaction equations. Appl. Numer. Math. 44(1/2), 139–181 (2003). https://doi.org/10.1016/S0168-9274(02)00138-1
26. Kennedy, C.A., Carpenter, M.H.: Higher-order additive Runge–Kutta schemes for ordinary differential equations. Appl. Numer. Math. 136, 183–205 (2019). https://doi.org/10.1016/j.apnum.2018.10.007
27. Lang, J., Hundsdorfer, W.: Extrapolation-based implicit-explicit peer methods with optimised stability regions. J. Comput. Phys. 337, 203–215 (2017)
28. Pareschi, L., Russo, G.: Implicit-explicit Runge–Kutta schemes and applications to hyperbolic systems with relaxation. J. Sci. Comput. 25(1), 129–155 (2005)
29. Roberts, S., Popov, A.A., Sandu, A.: ODE test problems: a MATLAB suite of initial value problems (2019). arXiv:1901.04098
30. Sarshar, A., Roberts, S., Sandu, A.: Alternating directions implicit integration in a general linear method framework. J. Comput. Appl. Math., 112619 (2019). https://doi.org/10.1016/j.cam.2019.112619
31. Schneider, M., Lang, J., Hundsdorfer, W.: Extrapolation-based super-convergent implicit-explicit peer methods with A-stable implicit part. J. Comput. Phys. 367, 121–133 (2018)
32. Soleimani, B., Weiner, R.: Superconvergent IMEX peer methods. Appl. Numer. Math. 130, 70–85 (2018)
33. Zhang, H., Sandu, A.: A second-order diagonally-implicit-explicit multi-stage integration method. In: Proceedings of the International Conference on Computational Science, ICCS 2012, vol. 9, pp. 1039–1046 (2012). https://doi.org/10.1016/j.procs.2012.04.112
34. Zhang, H., Sandu, A., Blaise, S.: Partitioned and implicit-explicit general linear methods for ordinary diferential equations. J. Sci. Comput. 61(1), 119–144 (2014). https://doi.org/10.1007/s10915-014-9819-z
35. Zhang, H., Sandu, A., Blaise, S.: High order implicit-explicit general linear methods with optimized stability regions. SIAM J. Sci. Comput. 38(3), A1430–A1453 (2016). https://doi.org/10.1137/15M1018897
36. Zharovsky, E., Sandu, A., Zhang, H.: A class of IMEX two-step Runge–Kutta methods. SIAM J. Numer. Anal. 53(1), 321–341 (2015). https://doi.org/10.1137/130937883
Options
Outlines

/