A new block preconditioner for implicit Runge-Kutta methods for parabolic PDE

22 October 2020
Victoria Howle

In this talk, we introduce a new preconditioner for the large, structured systems appearing in implicit Runge–Kutta time integration of parabolic partial differential equations. This preconditioner is based on a block LDU factorization with algebraic multigrid subsolves for scalability.

We compare our preconditioner in condition number and eigenvalue distribution, and through numerical experiments, with others in the literature. In experiments run with implicit Runge–Kutta stages up to s = 7, we find that the new preconditioner outperforms the others, with the improvement becoming more pronounced as the spatial discretization is refined and as temporal order is increased.


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  • Computational Mathematics and Applications Seminar