Exponential Integrators on Graphic Processing Units

In this paper we revisit stencil methods on GPUs in the context of exponential integrators. We further discuss boundary conditions, in the same context, and show that simple boundary conditions (for example, homogeneous Dirichlet or homogeneous Neumann boundary conditions) do not affect the performance if implemented directly into the CUDA kernel. In addition, we show that stencil methods with position-dependent coefficients can be implemented efficiently as well. As an application, we discuss the implementation of exponential integrators for different classes of problems in a single and multi GPU setup (up to 4 GPUs). We further show that for stencil based methods such parallelization can be done very efficiently, while for some unstructured matrices the parallelization to multiple GPUs is severely limited by the throughput of the PCIe bus.Comment: To appear in: Proceedings of the 2013 International Conference on High Performance Computing Simulation (HPCS 2013), IEEE (2013

On the convergence of Lawson methods for semilinear stiff problems

Since their introduction in 1967, Lawson methods have achieved constant interest in the time discretization of evolution equations. The methods were originally devised for the numerical solution of stiff differential equations. Meanwhile, they constitute a well-established class of exponential integrators. The popularity of Lawson methods is in some contrast to the fact that they may have a bad convergence behaviour, since they do not satisfy any of the stiff order conditions. The aim of this paper is to explain this discrepancy. It is shown that non-stiff order conditions together with appropriate regularity assumptions imply high-order convergence of Lawson methods. Note, however, that the term regularity here includes the behaviour of the solution at the boundary. For instance, Lawson methods will behave well in the case of periodic boundary conditions, but they will show a dramatic order reduction for, e.g., Dirichlet boundary conditions. The precise regularity assumptions required for high-order convergence are worked out in this paper and related to the corresponding assumptions for splitting schemes. In contrast to previous work, the analysis is based on expansions of the exact and the numerical solution along the flow of the homogeneous problem. Numerical examples for the Schr\"odinger equation are included

A splitting approach for the magnetic Schr\"odinger equation

The Schr\"odinger equation in the presence of an external electromagnetic field is an important problem in computational quantum mechanics. It also provides a nice example of a differential equation whose flow can be split with benefit into three parts. After presenting a splitting approach for three operators with two of them being unbounded, we exemplarily prove first-order convergence of Lie splitting in this framework. The result is then applied to the magnetic Schr\"odinger equation, which is split into its potential, kinetic and advective parts. The latter requires special treatment in order not to lose the conservation properties of the scheme. We discuss several options. Numerical examples in one, two and three space dimensions show that the method of characteristics coupled with a nonequispaced fast Fourier transform (NFFT) provides a fast and reliable technique for achieving mass conservation at the discrete level