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In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2012-03-13 Yvon Maday , Mohamed-Kamel Riahi , Julien Salomon

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

This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…

Numerical Analysis · Mathematics 2024-12-02 R. Altmann , A. Moradi

To integrate large systems of nonlinear differential equations in time, we consider a variant of nonlinear waveform relaxation (also known as dynamic iteration or Picard-Lindel\"of iteration), where at each iteration a linear inhomogeneous…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev

We propose a numerical integrator for the coupled system of the eddy-current equation with the nonlinear Landau-Lifshitz-Gilbert equation. The considered effective field contains a general field contribution, and we particularly cover…

Numerical Analysis · Mathematics 2015-04-24 Kim-Ngan Le , Marcus Page , Dirk Praetorius , Thanh Tran

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

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

The aim of this paper is to establish time decay properties and dispersive estimates for strictly hyperbolic equations with homogeneous symbols and with time-dependent coefficients whose derivatives are integrable. For this purpose, the…

Analysis of PDEs · Mathematics 2010-04-27 Tokio Matsuyama , Michael Ruzhansky

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

Domain decomposition based time integrators allow the usage of parallel and distributed hardware, making them well-suited for the temporal discretization of parabolic systems, in general, and degenerate parabolic problems, in particular.…

Numerical Analysis · Mathematics 2017-08-07 Monika Eisenmann , Eskil Hansen

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

Large molecular dynamics simulations (millions of atoms, tens of microseconds, thousands of processors) hit the strong scalability wall: simulation on twice as many processors does not take half the time. Inspired by large N-body space…

Numerical Analysis · Computer Science 2013-10-21 Jana Pazúriková , Luděk Matyska

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

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

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2011-10-19 Yvon Maday , Julien Salomon , Kamel Riahi

To describe and simulate dynamic micromagnetic phenomena, we consider a coupled system of the nonlinear Landau-Lifshitz-Gilbert equation and the conservation of momentum equation. This coupling allows to include magnetostrictive effects…

Numerical Analysis · Mathematics 2014-12-10 L'ubomir Banas , Marcus Page , Dirk Praetorius , Jonathan Rochat

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

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

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