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The parareal in time algorithm allows to perform parallel simulations of time dependent problems. This algorithm has been implemented on many types of time dependent problems with some success. Recent contributions have allowed to extend…

Numerical Analysis · Mathematics 2015-03-19 Xiaoying Dai , Yvon Maday

Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…

Numerical Analysis · Mathematics 2023-09-26 Martin J. Gander , Davide Palitta

We introduce a time-parallel algorithm for solving numerically almost integrable Hamiltonian systems in action-angle coordinates. This algorithm is a refinement of that introduced by Saha, Stadel and Tremaine in 1997 (SST97) for the same…

Numerical Analysis · Computer Science 2011-06-21 Hugo Jiménez-Pérez , Jacques Laskar

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

Applying parallel-in-time algorithms to multiscale Hamiltonian systems to obtain stable long time simulations is very challenging. In this paper, we present novel data-driven methods aimed at improving the standard parareal algorithm…

Numerical Analysis · Mathematics 2023-09-06 Rui Fang , Richard Tsai

This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…

Numerical Analysis · Mathematics 2016-11-26 Xianjuan Li , Tao Tang , Chuanju Xu

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

Numerical Analysis · Mathematics 2020-03-27 Y. Maday , O. Mula

We introduce a micro-macro parareal algorithm for the time-parallel integration of multiscale-in-time systems. The algorithm first computes a cheap, but inaccurate, solution using a coarse propagator (simulating an approximate slow…

Numerical Analysis · Mathematics 2013-02-11 Frederic Legoll , Tony Lelievre , Giovanni Samaey

Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…

Numerical Analysis · Mathematics 2022-07-11 Kamran Pentland , Massimiliano Tamborrino , D. Samaddar , L. C. Appel

Symplectic integrators constructed from Hamiltonian and Lie formalisms are obtained as symplectic maps whose flow follows the exact solution of a "sourrounded" Hamiltonian K = H + h^k H_1. Those modified Hamiltonians depends virtually on…

Symplectic Geometry · Mathematics 2012-01-04 Hugo Jiménez-Pérez

This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

The high cost of sequential time integration is one major constraint that limits the speedup of a time-parallel algorithm like the Parareal algorithm due to the difficulty of coarsening time steps in a stiff numerical problem. To address…

Computational Physics · Physics 2025-03-06 Weifan Liu

A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…

Numerical Analysis · Mathematics 2018-02-09 Gil Ariel , Hieu Nguyen , Richard Tsai

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic…

Numerical Analysis · Mathematics 2021-05-04 Martin J. Gander , Iryna Kulchytska-Ruchka , Sebastian Schöps

We present a convergence analysis of the parallel-in-time integration method known as the Parareal algorithm for degenerate differential-algebraic systems arising from quasi-static Biot models, which govern coupled flow and deformation in…

Numerical Analysis · Mathematics 2026-01-22 Iñigo Jimenez-Ciga , Francisco Gaspar , Kundan Kumar , Florin A. Radu

We present two types of meta-algorithm that can greatly improve the accuracy of existing algorithms for integrating the equations of motion of dynamical systems. The first meta-algorithm takes an integrator that is time-symmetric only for…

Astrophysics · Physics 2007-05-23 Piet Hut , Yoko Funato , Eiichiro Kokubo , Junichiro Makino , Steve McMillan

Hamiltonian systems of ordinary and partial differential equations are fundamental mathematical models spanning virtually all physical scales. A critical property for the robustness and stability of computational methods in such systems is…

Quantum Physics · Physics 2025-02-25 Hsuan-Cheng Wu , Xiantao Li
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