A direct PinT algorithm for higher-order nonlinear time-evolution equations

Fuente: arXiv
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Main Authors: Zhong, Shun-Zhi, Zhao, Yong-Liang, Shu, Qian-Yu
Format: Preprint
Published: 2025
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author Zhong, Shun-Zhi
Zhao, Yong-Liang
Shu, Qian-Yu
author_facet Zhong, Shun-Zhi
Zhao, Yong-Liang
Shu, Qian-Yu
contents Higher-order nonlinear time-evolution equations have widespread applications in science and engineering, such as in solid mechanics, materials science, and fluid mechanics. This paper mainly studies a direct time-parallel algorithm for solving time-dependent differential equations of orders 1 to 3. Different from the traditional time-stepping approach, we directly solve the all-at-once system from higher-order evolution equations by diagonalization the time discretization matrix $B$. Based on the connection between the characteristic equation and Chebyshev polynomials, we give explicit formulas for the eigenvector matrix $V$ of $B$ and its inverse $V^{-1}$. We prove that $Cond_2\left( V \right) =\mathcal{O} \left( n^3 \right)$, where $n$ is the number of time steps. A direct parallel-in-time algorithm is designed by exploring the structure of the spectral decomposition of $B$. Numerical experiments are provided to show the significant computational speedup of the proposed algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2507_05743
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A direct PinT algorithm for higher-order nonlinear time-evolution equations
Zhong, Shun-Zhi
Zhao, Yong-Liang
Shu, Qian-Yu
Numerical Analysis
Higher-order nonlinear time-evolution equations have widespread applications in science and engineering, such as in solid mechanics, materials science, and fluid mechanics. This paper mainly studies a direct time-parallel algorithm for solving time-dependent differential equations of orders 1 to 3. Different from the traditional time-stepping approach, we directly solve the all-at-once system from higher-order evolution equations by diagonalization the time discretization matrix $B$. Based on the connection between the characteristic equation and Chebyshev polynomials, we give explicit formulas for the eigenvector matrix $V$ of $B$ and its inverse $V^{-1}$. We prove that $Cond_2\left( V \right) =\mathcal{O} \left( n^3 \right)$, where $n$ is the number of time steps. A direct parallel-in-time algorithm is designed by exploring the structure of the spectral decomposition of $B$. Numerical experiments are provided to show the significant computational speedup of the proposed algorithm.
title A direct PinT algorithm for higher-order nonlinear time-evolution equations
topic Numerical Analysis
url https://arxiv.org/abs/2507.05743