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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

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

The aim of this paper is to analyze the robust convergence of a class of parareal algorithms for solving parabolic problems. The coarse propagator is fixed to the backward Euler method and the fine propagator is a high-order single step…

Numerical Analysis · Mathematics 2021-09-14 Jiang Yang , Zhaoming Yuan , Zhi Zhou

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

For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive…

Numerical Analysis · Mathematics 2016-03-18 Daniel Ruprecht , Robert Speck , Rolf Krause

This article proposes modifications of the Parareal algorithm for its application to higher index differential algebraic equations (DAEs). It is based on the idea of applying the algorithm to only the differential components of the equation…

Numerical Analysis · Mathematics 2022-10-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Sebastian Schöps

The numerical simulation of atherosclerotic plaque growth is computationally prohibitive, since it involves a complex cardiovascular fluid-structure interaction (FSI) problem with a characteristic time scale of milliseconds to seconds, as…

Numerical Analysis · Mathematics 2023-08-09 Stefan Frei , Alexander Heinlein

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

We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test…

Numerical Analysis · Mathematics 2022-12-21 Olga Gorynina , Frederic Legoll , Tony Lelievre , Danny Perez

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 considers one of the fundamental parallel-in-time methods for the solution of ordinary differential equations, Parareal, and extends it by adopting a neural network as a coarse propagator. We provide a theoretical analysis of the…

Numerical Analysis · Mathematics 2024-08-20 Marta M. Betcke , Lisa Maria Kreusser , Davide Murari

In order to make the numerical simulation of atherosclerotic plaque growth feasible, a temporal homogenization approach is employed. The resulting macro-scale problem for the plaque growth can be further accelerated by using parallel time…

Numerical Analysis · Mathematics 2022-07-11 Stefan Frei , Alexander Heinlein

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

We present a method for fast and accurate physics-based predictions during non-prehensile manipulation planning and control. Given an initial state and a sequence of controls, the problem of predicting the resulting sequence of states is a…

Robotics · Computer Science 2022-03-02 Wisdom C. Agboh , Daniel Ruprecht , Mehmet R. Dogar

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

In this papers, we couple the parareal algorithm with projection methods of the trajectory on a specific manifold, defined by the preservation of some conserved quantities of the differential equations. First, projection methods are…

Numerical Analysis · Mathematics 2017-05-24 Liying Zhang , Weien Zhou , Lihai ji

The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…

Analysis of PDEs · Mathematics 2020-07-27 Martin Gander , Félix Kwok , Julien Salomon

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

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