2009 PIMS-CSC Seminar - 01
- Date: 02/06/2009
Simon Fraser University
Integral Deferred Correction Methods
A class of novel deferred correction methods, integral deferred
correction (IDC) methods [2], is studied. This class of methods is an
extension of ideas introduced by Dutt, Greengard and Rokhlin [1]
on spectral deferred correction (SDC) methods for solving ODEs.
The novel nature of this class of methods, is that the correction of
the defect is carried out using an accurate integral form of the residual
instead of the more familiar differential form. As a family of methods,
these schemes are capable of matching the efficiency of popular high
order RK methods [3]. Additionally, the regions of absolute stability of
such IDC schemes are vastly superior. The application problems of
interest are the behavior of plasmas in the presence of electromagnetic
fields.
[1] Dutt, Greengard and Rokhlin, Spectral deferred correction methods
for ODEs,
BIT, 40 (2000), pp. 241-266
[2] Christlieb, Ong, Qiu, "Spectral" deferred correction methods
constructed with high order Runge-Kutta integrators, Math. Comp, accepted
[3] Christlieb, Ong, Qiu, Comments on high order integrators embedded within
integral deferred correction methods, Appl. Num. Math., accepted