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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

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

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

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

This paper presents a multilevel convergence framework for multigrid-reduction-in-time (MGRIT) as a generalization of previous two-grid estimates. The framework provides a priori upper bounds on the convergence of MGRIT V- and F-cycles,…

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

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

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

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

Isogeometric Analysis (IgA) is a framework for setting up spline-based discretizations of partial differential equations, which has been introduced around a decade ago and has gained much attention since then. If large spline degrees are…

Numerical Analysis · Mathematics 2021-03-05 Christoph Hofer , Stefan Takacs

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

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

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) offers enhanced approximation capabilities for the discretization of elliptic boundary-value problems, yet it results in large, sparse, and increasingly ill-conditioned linear systems due to higher…

Numerical Analysis · Mathematics 2026-05-01 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

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

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

Over the years, Isogeometric Analysis has shown to be a successful alternative to the Finite Element Method (FEM). However, solving the resulting linear systems of equations efficiently remains a challenging task. In this paper, we consider…

Numerical Analysis · Mathematics 2023-07-19 R. Tielen , M. Möller , D. Göddeke , C. Vuik

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

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

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
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