Parallel High-Order Integrators

In this work the authors discuss a class of defect correction methods which is easily adapted to create parallel time integrators for multicore architectures and is ideally suited for developing methods which can be order adaptive in time. The method is based on integral deferred correction (IDC), which was itself motivated by spectral deferred correction by Dutt, Greengard, and Rokhlin. The method presented here is a revised formulation of explicit IDC, dubbed revisionist IDC (RIDC), which can achieve pth-order accuracy in "wall-clock time" comparable to a single forward Euler simulation on problems where the time to evaluate the right-hand side of a system of differential equations is greater than latency costs of interprocessor communication, such as in the case of the N-body problem. Numerical tests on an N-body simulation show that RIDC methods can be significantly faster than popular Runge-Kutta methods such as the classical fourth-order Runge-Kutta scheme.