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The parareal algorithm is a powerful parallel-in-time integration method that accelerates the numerical solution of evolution equations by iteratively combining a fine propagator and a coarse propagator. Although the convergence of the…

Numerical Analysis · Mathematics 2026-05-28 Georgios Akrivis , Qingle Lin , Zhi Zhou

The parareal algorithm represents an important class of parallel-in-time algorithms for solving evolution equations and has been widely applied in practice. To achieve effective speedup, the choice of the coarse propagator in the algorithm…

Numerical Analysis · Mathematics 2025-01-28 Bangti Jin , Qingle Lin , Zhi Zhou

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 Parareal algorithm was invented in 2001 in order to parallelize the solution of evolution problems in the time direction. It is based on parallel fine time propagators called F and sequential coarse time propagators called G, which…

Numerical Analysis · Mathematics 2024-09-05 Martin J. Gander , Mario Ohlberger , Stephan Rave

In this work, we propose a novel framework for accelerating the parareal algorithm, in which the coarse propagator is formulated as a two-step method and optimized with respect to the convergence factor.} We derive a rigorous error estimate…

Numerical Analysis · Mathematics 2026-05-19 Guanglian Li , Qingle Lin , Kai Zhang , Zhi Zhou

A new parallel-in-time iterative method is proposed for solving the homogeneous second-order wave equation. The new method involves a coarse scale propagator, allowing for larger time steps, and a fine scale propagator which fully resolves…

Numerical Analysis · Mathematics 2020-01-29 Hieu Nguyen , Richard Tsai

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 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

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

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

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

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial…

Numerical Analysis · Mathematics 2023-11-07 Tommaso Buvoli , Michael L. Minion

Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…

Numerical Analysis · Mathematics 2021-05-24 Jakub W. Both , Kundan Kumar , Jan M. Nordbotten , Iuliu Sorin Pop , Florin A. Radu

We consider a new class of Parareal algorithms, which use ideas from localized reduced basis methods to construct the coarse solver from spectral approximations of the transfer operators mapping initial values for a given time interval to…

Numerical Analysis · Mathematics 2025-08-13 Martin J. Gander , Mario Ohlberger , Stephan Rave

Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…

Numerical Analysis · Mathematics 2026-04-02 Giancarlo Antonino Antonucci , Raphael Andreas Hauser , Debasmita Samaddar , James Buchanan

The paper derives and analyses the (semi-)discrete dispersion relation of the Parareal parallel-in-time integration method. It investigates Parareal's wave propagation characteristics with the aim to better understand what causes the well…

Numerical Analysis · Mathematics 2018-07-02 Daniel Ruprecht

In this paper, we investigate the strong convergence analysis of parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise. The proposed parareal algorithms proceed as two-level temporal…

Numerical Analysis · Mathematics 2024-08-20 Liying Zhang , Qi Zhang

In this work the parallel-in-time algorithm Parareal was applied to the ocean-circulation and sea-ice model FESOM2 developed by the Alfred-Wegener Institut (AWI). The climate model provides one time integration method and hence, the coarse…

Numerical Analysis · Mathematics 2022-08-17 Benedict Philippi , Thomas Slawig

In this paper, we propose a model order reduction based adaptive parareal method for time-dependent partial differential equations. By using the data obtained by the fine propagator in each iteration of the plain parareal method together…

Numerical Analysis · Mathematics 2026-01-19 Xiaoying Dai , Miao Hu , Shuwei Shen

The Parareal algorithm is used to solve time-dependent problems considering multiple solvers that may work in parallel. The key feature is a initial rough approximation of the solution that is iteratively refined by the parallel solvers. We…

Systems and Control · Computer Science 2014-02-18 Loïc Michel
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