numerical analysis

Performance Evaluation of Stabilized Corrections for Mixed Precision Runge--Kutta Methods

arXiv:2607.10967

summary

The paper numerically evaluates the runtime and accuracy of stabilized correction techniques for mixed‑precision diagonally implicit Runge‑Kutta methods applied to nonlinear PDEs, showing that the stabilised variants retain speedups while improving solution accuracy.

Abstract

Mixed precision Runge--Kutta methods reduce the cost of the expensive implicit solves in diagonally implicit Runge--Kutta (DIRK) schemes by evaluating them in low precision, while retaining the accuracy of the scheme for larger time steps. The accuracy lost to the low-precision perturbation can be recovered through inexpensive explicit corrections; however, these corrections have an adverse impact on stability. Recently proposed stabilized corrections remedy this by applying a stabilization matrix to the correction step, but their runtime cost has not previously been quantified. In this work, we present a numerical study of the runtime performance of these stabilized corrections. Using spectral semi-discretizations of two nonlinear partial differential equations, the inviscid Burgers' equation and the porous medium equation, we compare uncorrected mixed precision DIRK methods against explicitly corrected and stabilized variants across half, single, double, and quadruple precision pairings, for SDIRK methods of orders two through four. We report convergence, runtime, and speedups, and show that the stabilized corrections improve the accuracy of the mixed precision schemes while preserving substantial runtime savings. All experiments were performed on an Intel Xeon Platinum 8480+ CPU with Julia version 1.11.4.

Topics & keywords

#mixed precision#runge-kutta methods#stabilized corrections#implicit solvers#performance evaluation#partial differential equationsmixed precisionDIRKstabilization matrixspectral discretizationBurgers' equationporous medium equationJuliaruntime speedup
Performance Evaluation of Stabilized Corrections for Mixed Precision Runge--Kutta Methods · wovepaper