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For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their…

Numerical Analysis · Mathematics 2018-06-07 Matthias Bolten , Dieter Moser , Robert Speck

The parallel full approximation scheme in space and time (PFASST) is a parallel-in-time integrator that allows to integrate multiple time-steps simultaneously. It has been shown to extend scaling limits of spatial parallelization strategies…

Numerical Analysis · Mathematics 2021-03-18 Oliver Sander , Ruth Schöbel , Robert Speck

For the numerical solution of time-dependent partial differential equations, time-parallel methods have recently shown to provide a promising way to extend prevailing strong-scaling limits of numerical codes. One of the most complex methods…

Numerical Analysis · Mathematics 2016-03-14 Matthias Bolten , Dieter Moser , Robert Speck

The parallel full approximation scheme in space and time (PFASST) introduced by Emmett and Minion in 2012 is an iterative strategy for the temporal parallelization of ODEs and discretized PDEs. As the name suggests, PFASST is similar in…

Numerical Analysis · Mathematics 2015-11-17 Michael Minion , Robert Speck , Matthias Bolten , Matthew Emmett , Daniel Ruprecht

While many ideas and proofs of concept for parallel-in-time integration methods exists, the number of large-scale, accessible time-parallel codes is rather small. This is often due to the apparent or subtle complexity of the algorithms and…

Performance · Computer Science 2020-08-31 Robert Speck , Michael Knobloch , Sebastian Lührs , Andreas Gocht

The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps,…

Numerical Analysis · Mathematics 2020-01-03 Francois P. Hamon , Martin Schreiber , Michael L. Minion

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…

Optimization and Control · Mathematics 2019-12-17 Sebastian Götschel , Michael L. Minion

In this paper we present the Python framework pySDC for solving collocation problems with spectral deferred correction methods (SDC) and their time-parallel variant PFASST, the parallel full approximation scheme in space and time. pySDC…

Mathematical Software · Computer Science 2018-08-09 Robert Speck

Speeding up computationally expensive problems, such as numerical simulations of large micromagnetic systems, requires efficient use of parallel computing infrastructures. While parallelism across space is commonly exploited in…

Computational Physics · Physics 2023-10-19 Robert Kraft , Sabri Koraltan , Markus Gattringer , Florian Bruckner , Dieter Suess , Claas Abert

We introduce and analyze different strategies for the parallel-in-time integration method PFASST to recover from hard faults and subsequent data loss. Since PFASST stores solutions at multiple time steps on different processors, information…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-21 Robert Speck , Daniel Ruprecht

The paper presents a combination of the time-parallel "parallel full approximation scheme in space and time" (PFASST) with a parallel multigrid method (PMG) in space, resulting in a mesh-based solver for the three-dimensional heat equation…

Numerical Analysis · Computer Science 2015-07-28 Robert Speck , Daniel Ruprecht , Matthew Emmett , Matthias Bolten , Rolf Krause

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

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

Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…

Numerical Analysis · Mathematics 2023-09-26 Martin J. Gander , Davide Palitta

Simulation of the monodomain equation, crucial for modeling the heart's electrical activity, faces scalability limits when traditional numerical methods only parallelize in space. To optimize the use of large multi-processor computers by…

Numerical Analysis · Mathematics 2024-05-31 Giacomo Rosilho de Souza , Simone Pezzuto , Rolf Krause

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

In this paper we present two strategies to enable "parallelization across the method" for spectral deferred corrections (SDC). Using standard low-order time-stepping methods in an iterative fashion, SDC can be seen as preconditioned Picard…

Numerical Analysis · Mathematics 2017-03-24 Robert Speck

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

In this paper we combine the Parareal parallel-in-time method together with spatial parallelization and investigate this space-time parallel scheme by means of solving the three-dimensional incompressible Navier-Stokes equations.…

Computational Engineering, Finance, and Science · Computer Science 2017-05-18 Roberto Croce , Daniel Ruprecht , Rolf Krause
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