Related papers: A Parareal Algorithm with Spectral Coarse Solver
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…
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…
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…
We introduce Prob-GParareal, a probabilistic extension of the GParareal algorithm designed to provide uncertainty quantification for the Parallel-in-Time (PinT) solution of (ordinary and partial) differential equations (ODEs, PDEs). The…
Efficient and accurate spectral solvers for nonlocal models in any spatial dimension are presented. The approach we pursue is based on the Fourier multipliers of nonlocal Laplace operators introduced in a previous work. It is demonstrated…
In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…
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…
In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…
Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…
In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…
Recently, the ParaOpt algorithm was proposed as an extension of the time-parallel Parareal method to optimal control. ParaOpt uses quasi-Newton steps that each require solving a system of matching conditions iteratively. The…
Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a…
Applying parallel-in-time algorithms to multiscale Hamiltonian systems to obtain stable long time simulations is very challenging. In this paper, we present novel data-driven methods aimed at improving the standard parareal algorithm…
We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…
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…
We propose a novel parallel algorithm for decomposing hard CircuitSAT instances. The technique employs specialized constraints to partition an original SAT instance into a family of weakened formulas. Our approach is implemented as a…
We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…
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…
We present a convergence analysis of the parallel-in-time integration method known as the Parareal algorithm for degenerate differential-algebraic systems arising from quasi-static Biot models, which govern coupled flow and deformation in…
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…