Algorithm 965

Author:

Ong Benjamin W.1,Haynes Ronald D.2,Ladd Kyle3

Affiliation:

1. Michigan Technological University, Houghton, MI

2. Memorial University of Newfoundland, NL, Canada

3. Barracuda Networks, Seattle WA

Abstract

Revisionist integral deferred correction methods are a family of parallel-in-time methods to solve systems of initial values problems. The approach is able to bootstrap lower-order time integrators to provide high-order approximations in approximately the same wall-clock time, hence providing a multiplicative increase in the number of compute cores utilized. Here we provide a library that automatically produces a parallel-in-time solution of a system of initial value problems given user-supplied code for the right-hand side of the system and a sequential code for a first-order timestep. The user-supplied timestep routine may be explicit or implicit and may make use of any auxiliary libraries that take care of the solution of any nonlinear algebraic systems that may arise or the numerical linear algebra required.

Funder

NSERC Discovery

AFOSR

Institute for Cyber-Enabled Research at Michigan State University

Michigan Technological University

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

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