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Recently, ParaExp was proposed for the time integration of linear hyperbolic problems. It splits the time interval of interest into sub-intervals and computes the solution on each sub-interval in parallel. The overall solution is decomposed…

Numerical Analysis · Mathematics 2018-03-14 Melina Merkel , Innocent Niyonzima , Sebastian Schöps

We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-06 Felix Kwok , Djahou N Tognon

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

This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…

Numerical Analysis · Mathematics 2026-03-05 Gobinda Garai , Nagaiah Chamakuri

A parallel time integration method for nonlinear partial differential equations is proposed. It is based on a new implementation of the Paraexp method for linear partial differential equations (PDEs) employing a block Krylov subspace…

Numerical Analysis · Mathematics 2015-09-16 G. L. Kooij , M. A. Botchev , B. J. Geurts

The presence of corners in the computational domain, in general, reduces the regularity of solutions of parabolic problems and diminishes the convergence properties of the finite element approximation introducing a so-called "pollution…

Numerical Analysis · Mathematics 2019-03-19 Piotr Swierczynski , Barbara Wohlmuth

Error estimates are proved for finite element approximations to the solution of second-order hyperbolic partial differential equations with coefficients varying in both space and time. Optimal rates of convergence in the energy norm are…

Numerical Analysis · Mathematics 2026-03-17 Oussama Al Jarroudi , Marcus J. Grote

We propose in this paper the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm to efficiently solve parabolic equations with heterogeneous coefficients. This algorithm combines the advantages of multiscale methods that can deal with…

Numerical Analysis · Mathematics 2021-08-18 Guanglian Li , Jiuhua Hu

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

The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…

Analysis of PDEs · Mathematics 2020-07-27 Martin Gander , Félix Kwok , Julien Salomon

Time-periodic weak solutions for a coupled hyperbolic-parabolic system are obtained. A linear heat and wave equation are considered on two respective $d$-dimensional spatial domains that share a common $(d-1)$-dimensional interface…

Analysis of PDEs · Mathematics 2026-01-30 Stanislav Mosny , Boris Muha , Sebastian Schwarzacher , Justin T. Webster

This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…

Numerical Analysis · Mathematics 2024-10-16 Djulustan Nikiforov , Leonardo A. Poveda , Dmitry Ammosov , Yesy Sarmiento , Juan Galvis

Exponential time integrators have been applied successfully in several physics-related differential equations. However, their application in hyperbolic systems with absorbing boundaries, like the ones arising in seismic imaging, still lacks…

Numerical Analysis · Mathematics 2022-11-02 Fernando V. Ravelo , Pedro S. Peixoto , Martin Schreiber

In this paper, we develop a computational multiscale to solve the parabolic wave approximation with heterogeneous and variable media. Parabolic wave approximation is a technique to approximate the full wave equation. One benefit of the…

Numerical Analysis · Mathematics 2021-04-07 Eric Chung , Yalchin Efendiev , Sai-Mang Pun , Zecheng Zhang

The ParaOpt algorithm was recently introduced as a time-parallel solver for optimal-control problems with a terminal-cost objective, and convergence results have been presented for the linear diffusive case with implicit-Euler time…

Numerical Analysis · Mathematics 2023-05-09 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

We present the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm, recently proposed in [Li and Hu, {\it J. Comput. Phys.}, 2021], for efficiently solving subdiffusion equations with heterogeneous coefficients in long time. This…

Numerical Analysis · Mathematics 2024-06-14 Guanglian Li

This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…

Numerical Analysis · Mathematics 2019-07-08 Robert Altmann , Christoph Zimmer

Parallel-in-time methods are developed to accelerate the direct-adjoint looping procedure. Particularly, we utilize the Paraexp algorithm, previously developed to integrate equations forward in time, to accelerate the direct-adjoint looping…

Optimization and Control · Mathematics 2021-03-17 Calum S. Skene , Maximilian F. Eggl , Peter J. Schmid

We present a new, high-performance coupled electrodynamics-micromagnetics solver for full physical modeling of signals in microelectronic circuitry. The overall strategy couples a finite-difference time-domain (FDTD) approach for Maxwell's…

Computational Physics · Physics 2021-03-25 Zhi Yao , Revathi Jambunathan , Yadong Zeng , Andrew Nonaka

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu
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