MSFeb 10
New Time Integrators and Capabilities in SUNDIALS Versions 6.2.0-7.4.0Steven B. Roberts, Mustafa Ağgül, Daniel R. Reynolds et al.
SUNDIALS is a well-established numerical library that provides robust and efficient time integrators and nonlinear solvers. This paper overviews several significant improvements and new features added over the last three years to support scientific simulations run on high-performance computing systems. Notably, three new classes of one-step methods have been implemented: low storage Runge-Kutta, symplectic partitioned Runge-Kutta, and operator splitting. In addition, we describe new time step adaptivity support for multirate methods, adjoint sensitivity analysis capabilities for explicit Runge-Kutta methods, additional options for Anderson acceleration in nonlinear solvers, and improved error handling and logging.
NAApr 13, 2019
A new class of high-order methods for multirate differential equationsVu Thai Luan, Rujeko Chinomona, Daniel R. Reynolds
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. The proposed methods are based on a specific subset of explicit one-step exponential integrators. More precisely, starting from an explicit exponential Runge--Kutta method of the appropriate form, we derive a multirate algorithm to approximate the action of the matrix exponential through the definition of modified "fast" initial-value problems. These fast problems may be solved using any viable solver, enabling multirate simulations through use of a subcycled method. Due to this structure, we name these Multirate Exponential Runge--Kutta (MERK) methods. In addition to showing how MERK methods may be derived, we provide rigorous convergence analysis, showing that for an overall method of order $p$, the fast problems corresponding to internal stages may be solved using a method of order $p-1$, while the final fast problem corresponding to the time-evolved solution must use a method of order $p$. Numerical simulations are then provided to demonstrate the convergence and efficiency of MERK methods with orders three through five on a series of multirate test problems.
NAOct 9, 2018
Further development of efficient and accurate time integration schemes for meteorological modelsVu Thai Luan, Janusz A. Pudykiewicz, Daniel R. Reynolds
In this paper, we investigate the use of higher-order exponential Rosenbrock time integration methods on the shallow water equations on the sphere. This stiff, nonlinear model provides a testing ground for accurate and stable time integration methods in weather modeling, serving as the focus for exploration of novel methods for many years. We therefore identify a candidate set of three recent exponential Rosenbrock methods of orders four and five (exprb42, pexprb43 and exprb53) for use on this model. Based on their multi-stage structure, we propose a set of modifications to the phipm_IOM2 algorithm for efficiently calculating the matrix phi-functions. We then investigate the performance of these methods on a suite of four challenging test problems, comparing them against the epi3 method investigated previously in [1, 2] on these problems. In all cases, the proposed methods enable accurate solutions at much longer time-steps than epi3, proving considerably more efficient as either the desired solution error decreases, or as the test problem nonlinearity increases.