The spectral deferred correction (SDC) method is an iterative scheme for computing a higher-order collocation solution to an ODE by performing a series of correction sweeps using a low-order timestepping method. This paper examines a variation of SDC for the temporal integration of PDEs called multi-level spectral deferred corrections (MLSDC), where sweeps are performed on a hierarchy of levels and an FAS correction term, as in nonlinear multigrid methods, couples solutions on different levels. Three different strategies to reduce the computational cost of correction sweeps on the coarser levels are examined: reducing the degrees of freedom, reducing the order of the spatial discretization, and reducing the accuracy when solving linear systems arising in implicit temporal integration. Several numerical examples demonstrate the effect of multi-level coarsening on the convergence and cost of SDC integration. In particular, MLSDC can provide significant savings in compute time compared to SDC for a three-dimensional problem

SUMMARYFor the numerical solution of time-dependent partial differential equations, time-parallel methods have recently shown to provide a promising way to extend prevailing strong-scaling limits of numerical codes. One of the most complex methods in this field is the "Parallel Full Approximation Scheme in Space and Time" (PFASST). PFASST already shows promising results for many use cases and many more is work in progress. However, a solid and reliable mathematical foundation is still missing. We show that under certain assumptions the PFASST algorithm can be conveniently and rigorously described as a multigridin-time method. Following this equivalence, first steps towards a comprehensive analysis of PFASST using block-wise local Fourier analysis are taken. The theoretical results are applied to examples of diffusive and advective type.

We present a novel space-time parallel version of the Barnes-Hut tree code PEPC using PFASST, the Parallel Full Approximation Scheme in Space and Time. The naive use of increasingly more processors for a fixed-size N-body problem is prone to saturate as soon as the number of unknowns per core becomes too small. To overcome this intrinsic strongscaling limit, we introduce temporal parallelism on top of PEPC's existing hybrid MPI/PThreads spatial decomposition. Here, we use PFASST which is based on a combination of the iterations of the parallel-in-time algorithm parareal with the sweeps of spectral deferred correction (SDC) schemes. By combining these sweeps with multiple space-time discretization levels, PFASST relaxes the theoretical bound on parallel efficiency in parareal. We present results from runs on up to 262,144 cores on the IBM Blue Gene/P installation JUGENE, demonstrating that the spacetime parallel code provides speedup beyond the saturation of the purely space-parallel approach.

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