Parallel-In-Time Magnus Integrators
Magnus integrators are a subset of geometric integration methods for the numerical solution of ordinary differential equations that conserve certain invariants in the numerical solution. Our report explores temporal parallelism of Magnus integrators, particularly in the context of nonlinear problems. The method combines the concurrent computation of matrix commutators and exponentials within a time step with a pipelined iteration applied to multiple time steps in parallel. The accuracy and efficiency of time parallel Magnus methods up to order six are highlighted through numerical examples and demonstrate that critical parallel speedup is possible compared to serial methods.
97 MATHEMATICS AND COMPUTING↗