Publication Date:
2019-02-06
Description:
In several inital value problems with particularly expensive right hand side computation, there is a trade-off between accuracy and computational effort in evaluating the right hand sides. We consider inexact spectral deferred correction (SDC) methods for solving such non-stiff initial value problems. SDC methods are interpreted as fixed point iterations and, due to their corrective iterative nature, allow to exploit the accuracy-work-tradeoff for a reduction of the total computational effort. On one hand we derive an error model bounding the total error in terms of the right hand side evaluation errors. On the other hand, we define work models describing the computational effort in terms of the evaluation accuracy. Combining both, a theoretically optimal tolerance selection is worked out by minimizing the total work subject to achieving the requested tolerance.
Language:
English
Type:
reportzib
,
doc-type:preprint
Format:
application/pdf
