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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

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

Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…

Computation · Statistics 2024-11-12 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

This article demonstrates the applicability of the parallel-in-time method Parareal to the numerical solution of the Einstein gravity equations for the spherical collapse of a massless scalar field. To account for the shrinking of the…

General Relativity and Quantum Cosmology · Physics 2017-05-23 Andreas Kreienbuehl , Pietro Benedusi , Daniel Ruprecht , Rolf Krause

This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the…

Optimization and Control · Mathematics 2018-03-01 Stefanie Günther , Nicolas R. Gauger , Jacob B. Schroder

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…

Numerical Analysis · Mathematics 2010-11-30 X. Dai , C. Le Bris , F. Legoll , Y. Maday

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…

Numerical Analysis · Mathematics 2021-03-04 Hans De Sterck , Robert D. Falgout , Stephanie Friedhoff , Oliver A. Krzysik , Scott P. MacLachlan

Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this paper, we present and test the convergence behavior of a…

Numerical Analysis · Mathematics 2025-02-03 Ignace Bossuyt , Giovanni Samaey , Stefan Vandewalle

We introduce Prob-GParareal, a probabilistic extension of the GParareal algorithm designed to provide uncertainty quantification for the Parallel-in-Time (PinT) solution of (ordinary and partial) differential equations (ODEs, PDEs). The…

Computation · Statistics 2025-09-05 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

We present a full implementation of the parareal algorithm---an integration technique to solve differential equations in parallel---in the Julia programming language for a fully general, first-order, initial-value problem. We provide a…

Mathematical Software · Computer Science 2018-12-17 Tyler M. Masthay , Saverio Perugini

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

We present a novel multiscale numerical approach that combines parallel-in-time computation with hybrid domain adaptation for linear collisional kinetic equations in the diffusive regime. The method addresses the computational challenges of…

Numerical Analysis · Mathematics 2025-11-18 Tino Laidin

This paper proposes an efficient parallelised computation of field/circuit coupled systems co-simulated with the Waveform Relaxation (WR) technique. The main idea of the introduced approach lies in application of the parallel-in-time method…

Computational Physics · Physics 2020-03-17 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps

We present a proof of concept for solving a 1+1D complex-valued, delay partial differential equation (PDE) that emerges in the study of waveguide quantum electrodynamics (QED) by adapting the finite-difference time-domain (FDTD) method. The…

Mathematical Software · Computer Science 2018-11-19 Yao-Lung L. Fang

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 article we present a parallel algorithm for simulation of the heat conduction process inside the so-called pulse cryogenic cell. This simulation is important for designing the device for portion injection of working gases into…

Computational Engineering, Finance, and Science · Computer Science 2019-12-10 A. Ayriyan , J. Buša

We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…

Numerical Analysis · Mathematics 2022-01-17 Jehanzeb Chaudhry , Donald Estep , Simon Tavener

We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…

Numerical Analysis · Mathematics 2023-02-16 Gayatri Caklovic , Robert Speck , Martin Frank

This paper presents our work on developing parallel computational methods for two-phase flow on modern parallel computers, where techniques for linear solvers and nonlinear methods are studied and the standard and inexact Newton methods are…

Computational Engineering, Finance, and Science · Computer Science 2017-01-24 Hui Liu , Lihua Shen , Yan Chen , Kun Wang , Bo Yang , Zhangxin Chen

A methodology to reduce the computational cost of time domain computations of eddy currents problems is proposed and implemented in a parallel computing environment. It is based on the modal decomposition of the current density and it is…

Computational Engineering, Finance, and Science · Computer Science 2024-07-18 Salvatore Ventre , Andrea Chiariello , Nicola Isernia , Vincenzo Mottola , Antonello Tamburrino