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The Parareal parallel-in-time integration method often performs poorly when applied to hyperbolic partial differential equations. This effect is even more pronounced when the coarse propagator uses a reduced spatial resolution. However,…

Numerical Analysis · Mathematics 2025-10-13 Judith Angel , Sebastian Götschel , Daniel Ruprecht

The paper derives and analyses the (semi-)discrete dispersion relation of the Parareal parallel-in-time integration method. It investigates Parareal's wave propagation characteristics with the aim to better understand what causes the well…

Numerical Analysis · Mathematics 2018-07-02 Daniel Ruprecht

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

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

We consider the initial-boundary value problem for a quasilinear time-fractional diffusion equation, and develop a fully discrete solver combining the parareal algorithm in time with a L1 finite-difference approximation of the Caputo…

Numerical Analysis · Mathematics 2025-10-14 Josefa Caballero , Łukasz Płociniczak , Kishin Sadarangani

Asynchronous iterations are more and more investigated for both scaling and fault-resilience purpose on high performance computing platforms. While so far, they have been exclusively applied within space domain decomposition frameworks,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-22 Frederic Magoules , Guillaume Gbikpi-Benissan

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

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…

Numerical Analysis · Mathematics 2023-11-07 Tommaso Buvoli , Michael L. Minion

The present paper is concerned with a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of a homogenization theorem (i.e., convergence of…

Analysis of PDEs · Mathematics 2020-07-21 Goro Akagi , Tomoyuki Oka

We present the application of a micro/macro parareal algorithm for a 1-D energy balance climate model with discontinuous and non-monotone coefficients and forcing terms. The micro/macro parareal method uses a coarse propagator, based on a…

Numerical Analysis · Mathematics 2023-05-23 Giovanni Samaey , Thomas Slawig

The paper presents first a linear stability analysis for the time-parallel Parareal method, using an IMEX Euler as coarse and a Runge-Kutta-3 method as fine propagator, confirming that dominant imaginary eigenvalues negatively affect…

Numerical Analysis · Mathematics 2015-07-28 Johannes Steiner , Daniel Ruprecht , Robert Speck , Rolf Krause

Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…

Numerical Analysis · Mathematics 2026-04-02 Giancarlo Antonino Antonucci , Raphael Andreas Hauser , Debasmita Samaddar , James Buchanan

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

A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…

Numerical Analysis · Mathematics 2022-12-20 Jose Luis Gracia , Eugene O'Riordan

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

This article proposes modifications of the Parareal algorithm for its application to higher index differential algebraic equations (DAEs). It is based on the idea of applying the algorithm to only the differential components of the equation…

Numerical Analysis · Mathematics 2022-10-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps

We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…

Probability · Mathematics 2016-08-16 Rémi Rhodes

In this paper we are concerned with rate of convergence of parabolic systems with large diffusion. We will exhibit the exact moment that spatial homogenization occurs and estimate the continuity of attractors by a rate of convergence. We…

Analysis of PDEs · Mathematics 2020-05-25 Leonardo Pires

Parareal is a widely studied parallel-in-time method that can achieve meaningful speedup on certain problems. However, it is well known that the method typically performs poorly on non-diffusive equations. This paper analyzes linear…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

The parareal algorithm is known to allow for a significant reduction in wall clock time for accurate numerical solutions by parallelising across the time dimension. We present and test a micro-macro version of parareal, in which the fine…

Numerical Analysis · Mathematics 2019-12-20 Tony Lelièvre , Frédéric Legoll , Keith Myerscough , Giovanni Samaey
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