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Related papers: A Parareal algorithm without Coarse Propagator?

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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

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 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

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

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 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 Parareal algorithm allows to solve evolution problems exploiting parallelization in time. Its convergence and stability have been proved under the assumption of regular (smooth) inputs. We present and analyze here a new Parareal…

Numerical Analysis · Mathematics 2019-04-09 Martin J. Gander , Iryna Kulchytska-Ruchka , Innocent Niyonzima , Sebastian Schöps

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

We present the Parareal-CG algorithm for time-dependent differential equations in this work. The algorithm is a parallel in time iteration algorithm utilizes Chebyshev-Gauss spectral collocation method for fine propagator F and backward…

Numerical Analysis · Mathematics 2023-04-21 Quan Zhou , Yicheng Liu , Shu-Lin Wu

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 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

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 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

Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…

Numerical Analysis · Mathematics 2022-07-11 Kamran Pentland , Massimiliano Tamborrino , D. Samaddar , L. C. Appel

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

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

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

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

A key component of many robotics model-based planning and control algorithms is physics predictions, that is, forecasting a sequence of states given an initial state and a sequence of controls. This process is slow and a major computational…

Robotics · Computer Science 2021-01-29 Wisdom Agboh , Oliver Grainger , Daniel Ruprecht , Mehmet Dogar

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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