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A key component of many robotics model-based planning and control algorithms is physics predictions, that is, forecasting a sequence of states given an initial state and a sequence of controls. This process is slow and a major computational…

Robotics · Computer Science 2021-01-29 Wisdom Agboh , Oliver Grainger , Daniel Ruprecht , Mehmet Dogar

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

Numerical Analysis · Mathematics 2020-03-27 Y. Maday , O. Mula

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

Parallel-in-time algorithms provide an additional layer of concurrency for the numerical integration of models based on time-dependent differential equations. Methods like Parareal, which parallelize across multiple time steps, rely on a…

Numerical Analysis · Mathematics 2023-09-07 Abdul Qadir Ibrahim , Sebastian Götschel , Daniel Ruprecht

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

Iterative parallel-in-time algorithms like Parareal can extend scaling beyond the saturation of purely spatial parallelization when solving initial value problems. However, they require the user to build coarse models to handle the…

Numerical Analysis · Mathematics 2025-06-24 Abdul Qadir Ibrahim , Sebastian Götschel , Daniel Ruprecht

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

Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…

Numerical Analysis · Mathematics 2022-07-11 Kamran Pentland , Massimiliano Tamborrino , D. Samaddar , L. C. Appel

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

We propose a parareal based time parallelization scheme in the phase-space for the particle-in-Fourier (PIF) discretization of the Vlasov-Poisson system used in kinetic plasma simulations. We use PIF with a coarse tolerance for the…

Numerical Analysis · Mathematics 2025-06-17 Sriramkrishnan Muralikrishnan , Robert Speck

The parareal algorithm is known to allow for a significant reduction in wall clock time for accurate numerical solutions by parallelising across the time dimension. We present and test a micro-macro version of parareal, in which the fine…

Numerical Analysis · Mathematics 2019-12-20 Tony Lelièvre , Frédéric Legoll , Keith Myerscough , Giovanni Samaey

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 fusion research facility ITER is currently being assembled to demonstrate that fusion can be used for industrial energy production, while several other programmes across the world are also moving forward, such as EU-DEMO, CFETR, SPARC…

Accurate models are essential for design, performance prediction, control, and diagnostics in complex engineering systems. Physics-based models excel during the design phase but often become outdated during system deployment due to changing…

Machine Learning · Computer Science 2025-01-22 Zihan Liu , Prashant N. Kambali , C. Nataraj

Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…

Numerical Analysis · Mathematics 2019-02-15 Charles-Edouard Bréhier , Xu Wang

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate

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 work proposes a data-driven method for enabling the efficient, stable time-parallel numerical solution of systems of ordinary differential equations (ODEs). The method assumes that low-dimensional bases that accurately capture the time…

Numerical Analysis · Computer Science 2017-07-14 Kevin Carlberg , Lukas Brencher , Bernard Haasdonk , Andrea Barth

Data-driven machine learning models often require extensive datasets, which can be costly or inaccessible, and their predictions may fail to comply with established physical laws. Current approaches for incorporating physical priors…

Machine Learning · Computer Science 2025-11-19 Matilde Valente , Tiago C. Dias , Vasco Guerra , Rodrigo Ventura

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
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