Perturbed Runge-Kutta methods for mixed precision applications

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Summary: In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a lower-precision computation without adversely impacting the accuracy of the overall solution. In particular, a properly designed Runge-Kutta method will damp out the errors committed in the initial stages. This is of particular interest when we consider implicit Runge-Kutta methods. In such cases, the implicit computation of the stage values can be considerably faster if the solution can be of lower precision (or, equivalently, have a lower tolerance). We provide a general theoretical additive framework for designing mixed precision Runge-Kutta methods, and use this framework to derive order conditions for such methods. Next, we show how using this approach allows
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Research paper — read online Yegates University Library Science and Computing General Link to resource Available online YGE000960

In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a lower-precision computation without adversely impacting the accuracy of the overall solution. In particular, a properly designed Runge-Kutta method will damp out the errors committed in the initial stages. This is of particular interest when we consider implicit Runge-Kutta methods. In such cases, the implicit computation of the stage values can be considerably faster if the solution can be of lower precision (or, equivalently, have a lower tolerance). We provide a general theoretical additive framework for designing mixed precision Runge-Kutta methods, and use this framework to derive order conditions for such methods. Next, we show how using this approach allows

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