An asymptotic parallel-in-time method for highly oscillatory PDEs
Numerical Analysis
2014-02-24 v2
Abstract
We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which, alone, can be inefficient for equations that exhibit rapid temporal oscillations). In particular, we use an asymptotic numerical method for computing, in serial, a solution with low accuracy, and a more expensive fine solver for iteratively refining the solutions in parallel. We present examples on the rotating shallow water equations that demonstrate that significant parallel speedup and high accuracy are achievable.
Cite
@article{arxiv.1303.6615,
title = {An asymptotic parallel-in-time method for highly oscillatory PDEs},
author = {Terry Haut and Beth Wingate},
journal= {arXiv preprint arXiv:1303.6615},
year = {2014}
}