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For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

Numerical Analysis · Mathematics 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck

The parallel full approximation scheme in space and time (PFASST) introduced by Emmett and Minion in 2012 is an iterative strategy for the temporal parallelization of ODEs and discretized PDEs. As the name suggests, PFASST is similar in…

Numerical Analysis · Mathematics 2015-11-17 Michael Minion , Robert Speck , Matthias Bolten , Matthew Emmett , Daniel Ruprecht

The parallel full approximation scheme in space and time (PFASST) is a parallel-in-time integrator that allows to integrate multiple time-steps simultaneously. It has been shown to extend scaling limits of spatial parallelization strategies…

Numerical Analysis · Mathematics 2021-03-18 Oliver Sander , Ruth Schöbel , Robert Speck

To extend prevailing scaling limits when solving time-dependent partial differential equations, the parallel full approximation scheme in space and time (PFASST) has been shown to be a promising parallel-in-time integrator. Similar to a…

Mathematical Software · Computer Science 2019-12-03 Ruth Schöbel , Robert Speck

Speeding up computationally expensive problems, such as numerical simulations of large micromagnetic systems, requires efficient use of parallel computing infrastructures. While parallelism across space is commonly exploited in…

Computational Physics · Physics 2023-10-19 Robert Kraft , Sabri Koraltan , Markus Gattringer , Florian Bruckner , Dieter Suess , Claas Abert

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…

Optimization and Control · Mathematics 2019-12-17 Sebastian Götschel , Michael L. Minion

While many ideas and proofs of concept for parallel-in-time integration methods exists, the number of large-scale, accessible time-parallel codes is rather small. This is often due to the apparent or subtle complexity of the algorithms and…

Performance · Computer Science 2020-08-31 Robert Speck , Michael Knobloch , Sebastian Lührs , Andreas Gocht

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

The full approximation storage (FAS) scheme is a widely used multigrid method for nonlinear problems. In this paper, a new framework to design and analyze FAS-like schemes for convex optimization problems is developed. The new method, the…

Numerical Analysis · Mathematics 2019-10-22 Long Chen , Xiaozhe Hu , Steven M. Wise

The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps,…

Numerical Analysis · Mathematics 2020-01-03 Francois P. Hamon , Martin Schreiber , Michael L. Minion

The paper presents a combination of the time-parallel "parallel full approximation scheme in space and time" (PFASST) with a parallel multigrid method (PMG) in space, resulting in a mesh-based solver for the three-dimensional heat equation…

Numerical Analysis · Computer Science 2015-07-28 Robert Speck , Daniel Ruprecht , Matthew Emmett , Matthias Bolten , Rolf Krause

We propose some multigrid methods for solving the algebraic systems resulting from finite element approximations of space fractional partial differential equations (SFPDEs). It is shown that our multigrid methods are optimal, which means…

Numerical Analysis · Mathematics 2018-07-27 Yingjun Jiang , Xuejun Xu

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

We introduce and analyze different strategies for the parallel-in-time integration method PFASST to recover from hard faults and subsequent data loss. Since PFASST stores solutions at multiple time steps on different processors, information…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-21 Robert Speck , Daniel Ruprecht

For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…

Numerical Analysis · Mathematics 2022-04-01 Wing Tat Leung , Yating Wang

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

Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…

Materials Science · Physics 2007-05-23 Nimal Wijesekera , Guogang Feng , Thomas L. Beck

Parallel-in-time integration has been the focus of intensive research efforts over the past two decades due to the advent of massively parallel computer architectures and the scaling limits of purely spatial parallelization. Various…

Numerical Analysis · Mathematics 2023-09-22 M. J. Gander , T. Lunet , D. Ruprecht , R. Speck

The field of remote sensing is nowadays faced with huge amounts of data. While this offers a variety of exciting research opportunities, it also yields significant challenges regarding both computation time and space requirements. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-06 Malte von Mehren , Fabian Gieseke , Jan Verbesselt , Sabina Rosca , Stéphanie Horion , Achim Zeileis

Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…

Numerical Analysis · Mathematics 2019-08-28 Hans De Sterck , Stephanie Friedhoff , Alexander J. M. Howse , Scott P. MacLachlan
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