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While many ideas and proofs of concept for parallel-in-time integration methods exists, the number of large-scale, accessible time-parallel codes is rather small. This is often due to the apparent or subtle complexity of the algorithms and…

Performance · Computer Science 2020-08-31 Robert Speck , Michael Knobloch , Sebastian Lührs , Andreas Gocht

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

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

We propose a parareal based time parallelization scheme in the phase-space for the particle-in-Fourier (PIF) discretization of the Vlasov-Poisson system used in kinetic plasma simulations. We use PIF with a coarse tolerance for the…

Numerical Analysis · Mathematics 2025-06-17 Sriramkrishnan Muralikrishnan , Robert Speck

Simulation of the monodomain equation, crucial for modeling the heart's electrical activity, faces scalability limits when traditional numerical methods only parallelize in space. To optimize the use of large multi-processor computers by…

Numerical Analysis · Mathematics 2024-05-31 Giacomo Rosilho de Souza , Simone Pezzuto , Rolf Krause

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

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

Time parallelization, also known as PinT (Parallel-in-Time) is a new research direction for the development of algorithms used for solving very large scale evolution problems on highly parallel computing architectures. Despite the fact that…

Numerical Analysis · Mathematics 2025-07-02 Martin J. Gander , Shu-Lin Wu , Tao Zhou

Modern high performance computers are massively parallel; for many PDE applications spatial parallelism saturates long before the computer's capability is reached. Parallel-in-time methods enable further speedup beyond spatial saturation by…

Numerical Analysis · Mathematics 2025-12-02 Joshua Hope-Collins , Abdalaziz Hamdan , Werner Bauer , Lawrence Mitchell , Colin Cotter

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

With the advent of supercomputers, multi-processor environments and parallel-in-time (PinT) algorithms offer ways to solve initial value problems for ordinary and partial differential equations (ODEs and PDEs) over long time intervals, a…

Computation · Statistics 2025-07-21 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-06 Felix Kwok , Djahou N Tognon

The precise mechanisms responsible for the natural dynamos in the Earth and Sun are still not fully understood. Numerical simulations of natural dynamos are extremely computationally intensive, and are carried out in parameter regimes many…

Computational Physics · Physics 2020-04-01 Andrew T. Clarke , Christopher J. Davies , Daniel Ruprecht , Steven M. Tobias

This paper presents a parallel-in-time multilevel iterative method for solving differential algebraic equation, arising from a discretization of linear time-dependent partial differential equation. The core of the method is the multilevel…

Numerical Analysis · Mathematics 2024-01-02 Yogi A. Erlangga

The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small…

Numerical Analysis · Mathematics 2021-01-05 Idoia Cortes Garcia , Iryna Kulchytska-Ruchka , Markus Clemens , Sebastian Schöps

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

The numerical simulation of the time-dependent Schr\"odinger equation for quantum systems is a very active research topic. Yet, resolving the solution sufficiently in space and time is challenging and mandates the use of modern…

Numerical Analysis · Mathematics 2020-06-11 Hannah Rittich , Robert Speck

Parallel-in-time methods are developed to accelerate the direct-adjoint looping procedure. Particularly, we utilize the Paraexp algorithm, previously developed to integrate equations forward in time, to accelerate the direct-adjoint looping…

Optimization and Control · Mathematics 2021-03-17 Calum S. Skene , Maximilian F. Eggl , Peter J. Schmid