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In this contribution the usage of the Parareal method is proposed for the time-parallel solution of the eddy current problem. The method is adapted to the particular challenges of the problem that are related to the differential algebraic…

Computational Engineering, Finance, and Science · Computer Science 2018-02-08 Sebastian Schöps , Innocent Niyonzima , Markus Clemens

In this paper, we are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentially over the time domain, and a fine (time-consuming) solver…

Numerical Analysis · Mathematics 2025-10-29 Ignace Bossuyt , Stefan Vandewalle , Giovanni Samaey

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

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

We present the application of a micro/macro parareal algorithm for a 1-D energy balance climate model with discontinuous and non-monotone coefficients and forcing terms. The micro/macro parareal method uses a coarse propagator, based on a…

Numerical Analysis · Mathematics 2023-05-23 Giovanni Samaey , Thomas Slawig

Asynchronous iterations arise naturally in parallel computing if one wants to solve large problems with a minimization of the idle times. This paper presents an original model of asynchronous iterations for a time-domain decomposition…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-12 Qinmeng Zou , Guillaume Gbikpi-Benissan , Frederic Magoules

The definition of index for differential algebraic equations (DAEs) or integral algebraic equations (IAEs) in the linear case (time variable) depends only on the coefficients of integrals or differential operators and the coefficients of…

Numerical Analysis · Mathematics 2013-05-17 B. Shiri

This paper proposes a novel non-iterative method to solve power system differential algebraic equations (DAEs) using the differential transformation, a mathematical tool that can obtain power series coefficients by transformation rules…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Yang Liu , Kai Sun

The subject of the paper is to verify the convergence conditions for the parareal algorithm using Gander and Hairer's theorem . The analysis is conducted in the case where the coarse integrator is the Euler method and the high-accuracy…

Numerical Analysis · Mathematics 2024-05-14 Ernest Scheiber

We present a convergence analysis of the parallel-in-time integration method known as the Parareal algorithm for degenerate differential-algebraic systems arising from quasi-static Biot models, which govern coupled flow and deformation in…

Numerical Analysis · Mathematics 2026-01-22 Iñigo Jimenez-Ciga , Francisco Gaspar , Kundan Kumar , Florin A. Radu

The Parareal parallel-in-time integration method often performs poorly when applied to hyperbolic partial differential equations. This effect is even more pronounced when the coarse propagator uses a reduced spatial resolution. However,…

Numerical Analysis · Mathematics 2025-10-13 Judith Angel , Sebastian Götschel , Daniel Ruprecht

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

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

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…

Numerical Analysis · Mathematics 2018-02-09 Gil Ariel , Hieu Nguyen , Richard Tsai

As has been shown in our previous work, the parallel-in-time direct inverse (ParaDIn) method introduced by Yamaleev and Paudel in (arXiv: 2406.00878v1, 2024) imposes some constraint on the maximum number of time levels, $N_t$, that can be…

Numerical Analysis · Mathematics 2025-06-13 Subhash Paudel , Nail K. Yamaleev

Stochastic parareal (SParareal) is a probabilistic variant of the popular parallel-in-time algorithm known as parareal. Similarly to parareal, it combines fine- and coarse-grained solutions to an ordinary differential equation (ODE) using a…

Numerical Analysis · Mathematics 2023-03-13 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan

In many mathematical models of physical phenomenons and engineering fields, such as electrical circuits or mechanical multibody systems, which generate the differential algebraic equations (DAEs) systems naturally. In general, the feature…

Numerical Analysis · Computer Science 2015-06-15 Xiaolin Qin , Juan Tang , Yong Feng , Bernhard Bachmann , Peter Fritzson

This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of…

Numerical Analysis · Mathematics 2023-06-16 Daniel Kressner , Stefano Massei , Junli Zhu