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We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…

Numerical Analysis · Mathematics 2014-11-04 Martin J. Gander , Martin Neumüller

Time-parallel algorithms seek greater concurrency by decomposing the temporal domain of a Partial Differential Equation (PDE), providing possibilities for accelerating the computation of its solution. While parallelisation in time has…

Numerical Analysis · Mathematics 2021-04-20 Federico Danieli , Scott MacLachlan

Numerical climate- and weather-prediction requires the fast solution of the equations of fluid dynamics. Discontinuous Galerkin (DG) discretisations have several advantageous properties. They can be used for arbitrary domains and support a…

Computational Physics · Physics 2020-10-13 Jack D. Betteridge , Thomas H. Gibson , Ivan G. Graham , Eike H. Müller

The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…

Numerical Analysis · Mathematics 2018-05-18 Xiaoqiang Yue , Shi Shu , Xiaowen Xu , Weiping Bu , Kejia Pan

In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…

Numerical Analysis · Mathematics 2021-06-02 Yalchin Efendiev , Sai-Mang Pun , Petr N. Vabishchevich

In this paper we present a Local Fourier Analysis of a space-time multigrid solver for a hyperbolic test problem. The space-time discretization is based on arbitrarily high order discontinuous Galerkin spectral element methods in time and a…

Numerical Analysis · Mathematics 2021-12-07 Lea M. Versbach , Philipp Birken , Viktor Linders , Gregor Gassner

In the present paper we propose a coupled multigrid method for generalized Stokes flow problems. Such problems occur as subproblems in implicit time-stepping approaches for time-dependent Stokes problems. The discretized Stokes system is a…

Numerical Analysis · Mathematics 2016-01-08 Stefan Takacs

We present W-cycle multigrid algorithms for the solution of the linear system of equations arising from a wide class of $hp$-version discontinuous Galerkin discretizations of elliptic problems. Starting from a classical framework in…

Numerical Analysis · Mathematics 2013-12-02 P. F. Antonietti , M. Sarti , M. Verani

We consider time discretization methods for abstract parabolic problems with inhomogeneous linear constraints. Prototype examples that fit into the general framework are the heat equation with inhomogeneous (time dependent) Dirichlet…

Numerical Analysis · Mathematics 2018-06-14 Igor Voulis , Arnold Reusken

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

Numerical Analysis · Mathematics 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

Numerical Analysis · Mathematics 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

We propose and investigate new robust preconditioners for space-time Isogeometric Analysis of parabolic evolution problems. These preconditioners are based on a time parallel multigrid method. We consider a decomposition of the space-time…

Numerical Analysis · Mathematics 2018-02-27 Christoph Hofer , Ulrich Langer , Martin Neumüller

We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of these…

Numerical Analysis · Mathematics 2019-10-15 Oliver A. Krzysik , Hans De Sterck , Scott P. MacLachlan , Stephanie Friedhoff

In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

In this paper we show the convergence of a semidiscrete time stepping \theta-scheme on a time grid of variable length to the solution of parabolic operator differential inclusion in the framework of evolution triple. The multifunction is…

Analysis of PDEs · Mathematics 2016-11-25 Piotr Kalita

We investigate three directions to further improve the highly efficient Space-Time Multigrid algorithm with block-Jacobi smoother introduced in [GanNeu16]. First, we derive an analytical expression for the optimal smoothing parameter in the…

Numerical Analysis · Mathematics 2023-02-28 Bastien Chaudet-Dumas , Martin J. Gander , Ausra Pogozelskyte

We investigate two efficient time discretizations for the post-processing technique of discontinuous Galerkin (DG) methods to solve hyperbolic conservation laws. The post-processing technique, which is applied at the final time of the DG…

Numerical Analysis · Mathematics 2023-12-22 Xiaozhou Li

A time-discretization that preserves the super-integrability of the Calogero model is obtained by application of the integrable time-discretization of the harmonic oscillator to the projection method for the Calogero model with continuous…

Exactly Solvable and Integrable Systems · Physics 2009-11-10 Hideaki Ujino , Luc Vinet , Haruo Yoshida

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that…

Numerical Analysis · Mathematics 2023-03-22 H. De Sterck , R. D. Falgout , O. A. Krzysik , J. B. Schroder
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