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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 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 proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…

Numerical Analysis · Mathematics 2016-11-26 Xianjuan Li , Tao Tang , Chuanju Xu

In 2008, Maday and Ronquist introduced an interesting new approach for the direct parallel-in-time (PinT) solution of time-dependent PDEs. The idea is to diagonalize the time stepping matrix, keeping the matrices for the space…

Numerical Analysis · Mathematics 2021-04-15 Martin J. Gander , Jun Liu , Shu-Lin Wu , Xiaoqiang Yue , Tao 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

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

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-01 Martin Schreiber , Adam Peddle , Terry Haut , Beth Wingate

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

This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…

Numerical Analysis · Mathematics 2026-03-05 Gobinda Garai , Nagaiah Chamakuri

We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…

Numerical Analysis · Mathematics 2023-02-16 Gayatri Caklovic , Robert Speck , Martin Frank

The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic PDEs, the state-of-the-art ParaDiag…

Numerical Analysis · Mathematics 2024-03-15 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

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

We introduce a time-parallel algorithm for solving numerically almost integrable Hamiltonian systems in action-angle coordinates. This algorithm is a refinement of that introduced by Saha, Stadel and Tremaine in 1997 (SST97) for the same…

Numerical Analysis · Computer Science 2011-06-21 Hugo Jiménez-Pérez , Jacques Laskar

To extend prevailing scaling limits when solving time-dependent partial differential equations, the parallel full approximation scheme in space and time (PFASST) has been shown to be a promising parallel-in-time integrator. Similar to a…

Mathematical Software · Computer Science 2019-12-03 Ruth Schöbel , Robert Speck

Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…

Numerical Analysis · Mathematics 2019-08-28 Hans De Sterck , Stephanie Friedhoff , Alexander J. M. Howse , Scott P. MacLachlan

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, 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

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

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

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner
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