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Based on current trends in computer architectures, faster compute speeds must come from increased parallelism rather than increased clock speeds, which are currently stagnate. This situation has created the well-known bottleneck for…

Numerical Analysis · Mathematics 2021-07-07 Masumi Sugiyama , Jacob B. Schroder , Ben S. Southworth , Stephanie Friedhoff

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

The multigrid-reduction-in-time (MGRIT) technique has proven to be successful in achieving higher run-time speedup by exploiting parallelism in time. The goal of this article is to develop and analyze a MGRIT algorithm, using FCF-relaxation…

Numerical Analysis · Mathematics 2021-02-10 Xiaoqiang Yue , Kejia Pan , Jie Zhou , Zhifeng Weng , Shi Shu , Juan Tang

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

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

Although convergence of the Parareal and multigrid-reduction-in-time (MGRIT) parallel-in-time algorithms is well studied, results on their optimality is limited. Appealling to recently derived tight bounds of two-level Parareal and MGRIT…

Numerical Analysis · Mathematics 2020-02-12 Stephanie Friedhoff , Ben S. Southworth

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

A long-standing issue in the parallel-in-time community is the poor convergence of standard iterative parallel-in-time methods for hyperbolic partial differential equations (PDEs), and for advection-dominated PDEs more broadly. Here, a…

Numerical Analysis · Mathematics 2024-11-19 H. De Sterck , S. Friedhoff , O. A. Krzysik , Scott P. MacLachlan

Isogeometric Analysis (IgA) has become a viable alternative to the Finite Element Method (FEM) and is typically combined with a time integration scheme within the method of lines for time-dependent problems. However, due to a stagnation of…

Numerical Analysis · Mathematics 2021-07-13 Roel Tielen , Matthias Möller , Cornelis Vuik

Two of the most popular parallel-in-time methods are Parareal and multigrid-reduction-in-time (MGRIT). Recently, a general convergence theory was developed in Southworth (2019) for linear two-level MGRIT/Parareal that provides necessary and…

Numerical Analysis · Mathematics 2020-10-23 Ben S. Southworth , Wayne Mitchell , Andreas Hessenthaler , Federico Danieli

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a…

Numerical Analysis · Mathematics 2022-08-29 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

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

Parareal and multigrid reduction in time (MGRiT) are two of the most popular parallel-in-time methods. The idea is to treat time integration in a parallel context by using a multigrid method in time. If $\Phi$ is a (fine-grid) time-stepping…

Numerical Analysis · Mathematics 2019-05-14 Ben S. Southworth

In this paper, a time-periodic MGRIT algorithm is proposed as a means to reduce the time-to-solution of numerical algorithms by exploiting the time periodicity inherent to many applications in science and engineering. The time-periodic…

Computational Engineering, Finance, and Science · Computer Science 2022-01-12 Andreas Hessenthaler , Robert D. Falgout , Jacob B. Schroder , Adelaide de Vecchi , David Nordsletten , Oliver Röhrle

In this paper, we present the new "asynchronous truncated multigrid-reduction-in-time" (AT-MGRIT) algorithm for introducing time parallelism to the solution of discretized time-dependent problems. The new algorithm is based on the…

Numerical Analysis · Mathematics 2021-07-21 Jens Hahne , Ben Southworth , Stephanie Friedhoff

Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the…

Numerical Analysis · Mathematics 2022-04-26 H. De Sterck , R. D. Falgout , O. A. Krzysik

Artificial neural networks are a popular and effective machine learning technique. Great progress has been made parallelizing the expensive training phase of an individual network, leading to highly specialized pieces of hardware, many…

Numerical Analysis · Computer Science 2017-10-03 Jacob B. Schroder

We apply the multigrid-reduction-in-time (MGRIT) algorithm to an eddy current simulation of a two-dimensional induction machine supplied by a pulse-width-modulation signal. To resolve the fast-switching excitations, small time steps are…

Numerical Analysis · Mathematics 2020-06-30 Matthias Bolten , Stephanie Friedhoff , Jens Hahne , Sebastian Schöps

As CPU clock speeds have stagnated, and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes are a…

Numerical Analysis · Mathematics 2022-01-26 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

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
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