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In this paper, we design, analyze and implement efficient time parallel method for a class of fourth order time-dependent partial differential equations (PDEs), namely biharmonic heat equation, linearized Cahn-Hilliard (CH) equation and the…

Numerical Analysis · Mathematics 2023-04-28 Gobinda Garai , Bankim C. Mandal

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

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

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 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

Deep learning approaches for partial differential equations (PDEs) have received much attention in recent years due to their mesh-freeness and computational efficiency. However, most of the works so far have concentrated on time-dependent…

Machine Learning · Computer Science 2022-09-26 Son N. T. Tu , Thu Nguyen

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 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

We present the Wavelet-based Edge Multiscale Parareal (WEMP) Algorithm, recently proposed in [Li and Hu, {\it J. Comput. Phys.}, 2021], for efficiently solving subdiffusion equations with heterogeneous coefficients in long time. This…

Numerical Analysis · Mathematics 2024-06-14 Guanglian Li

Physics-informed neural networks (PINNs) have shown promising potential for solving partial differential equations (PDEs) using deep learning. However, PINNs face training difficulties for evolutionary PDEs, particularly for dynamical…

Neural and Evolutionary Computing · Computer Science 2023-12-25 Siqi Chen , Bin Shan , Ye Li

We present a novel multiscale numerical approach that combines parallel-in-time computation with hybrid domain adaptation for linear collisional kinetic equations in the diffusive regime. The method addresses the computational challenges of…

Numerical Analysis · Mathematics 2025-11-18 Tino Laidin

In this paper, we propose a direct parallel-in-time (PinT) algorithm for time-dependent problems with first- or second-order derivative. We use a second-order boundary value method as the time integrator that leads to a tridiagonal time…

Numerical Analysis · Mathematics 2022-02-22 Jun Liu , Xiang-Sheng Wang , Shu-Lin Wu , Tao Zhou

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

In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation…

Numerical Analysis · Mathematics 2024-12-03 Jianguo Huang , Yuejin Xu

In this paper, we present the new "asynchronous truncated multigrid-reduction-in-time" (AT-MGRIT) algorithm for introducing time parallelism to the solution of discretized time-dependent problems. The new algorithm is based on the…

Numerical Analysis · Mathematics 2021-07-21 Jens Hahne , Ben Southworth , Stephanie Friedhoff

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

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

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

Solving time-dependent partial differential equations (PDEs) that exhibit sharp gradients or local singularities is computationally demanding, as traditional physics-informed neural networks (PINNs) often suffer from inefficient point…

Numerical Analysis · Mathematics 2026-01-27 Beining Xu , Haijun Yu , Jiayu Zhai , Kejun Tang , Xiaoliang Wan

Physics-informed neural networks (PINNs) solve time-dependent partial differential equations (PDEs) by learning a mesh-free, differentiable solution that can be evaluated anywhere in space and time. However, standard space--time PINNs take…

Machine Learning · Computer Science 2026-01-29 Chen-Yang Dai , Che-Chia Chang , Te-Sheng Lin , Ming-Chih Lai , Chieh-Hsin Lai