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An enhanced parareal algorithm based on the deferred correction methods for a stiff system

Title
An enhanced parareal algorithm based on the deferred correction methods for a stiff system
Authors
Bu S.Lee J.-Y.
Ewha Authors
이준엽부선영
SCOPUS Author ID
이준엽scopus
Issue Date
2014
Journal Title
Journal of Computational and Applied Mathematics
ISSN
0377-0427JCR Link
Citation
vol. 255, pp. 297 - 305
Indexed
SCI; SCIE; SCOPUS WOS scopus
Abstract
In this study, we consider a variant of the hybrid parareal algorithm based on deferred correction techniques in order to increase the convergence order even for the stiff system. A hybrid parareal scheme introduced by Minion (2011) [20] improves the efficiency of the original parareal by utilizing a Spectral Deferred Correction (SDC) strategy for a fine propagator within the parareal iterations. In this paper, we use Krylov Deferred Correction (KDC) for a fine propagator to solve the stiff system and Differential Algebraic Equations (DAEs) stably. Also we employ a deferred correction technique based on the backward Euler method for a coarse propagator in order to make the global order of accuracy reasonably high while limiting the cost of sequential steps as small as possible. Numerical experiments on the efficiency of our method are promising. © 2013 Elsevier Ltd. All rights reserved.
DOI
10.1016/j.cam.2013.05.001
Appears in Collections:
자연과학대학 > 수학전공 > Journal papers
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