Parallel-in-time high-order multiderivative IMEX solvers

01/19/2021 ∙ by Jochen Schütz, et al. ∙ 0

In this work, we present a novel class of parallelizable high-order time integration schemes for the approximate solution of additive ODEs. The methods achieve high order through a combination of a suitable quadrature formula involving multiple derivatives of the ODE's right-hand side and a predictor-corrector ansatz. The latter approach is designed in such a way that parallelism in time is made possible. We present thorough analysis as well as numerical results that showcase scaling opportunities of methods from this class of solvers.

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