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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…

系统与控制 · 计算机科学 2014-02-18 Loïc Michel

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…

机器人学 · 计算机科学 2021-01-29 Wisdom Agboh , Oliver Grainger , Daniel Ruprecht , Mehmet Dogar

Computational chemistry allows researchers to experiment in sillico: by running a computer simulations of a biological or chemical processes of interest. Molecular dynamics with molecular mechanics model of interactions simulates N-body…

分布式、并行与集群计算 · 计算机科学 2014-03-03 Jana Pazúriková

For the parallel-in-time integration method Parareal, pipelining can be used to hide some of the cost of the serial correction step and improve its efficiency. The paper introduces a basic OpenMP implementation of pipelined Parareal and…

数学软件 · 计算机科学 2019-11-12 Daniel Ruprecht

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…

数值分析 · 数学 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska

The multi-resolution approximation (MRA) of Gaussian processes was recently proposed to conduct likelihood-based inference for massive spatial data sets. An advantage of the methodology is that it can be parallelized. We implemented the MRA…

统计计算 · 统计学 2019-05-07 Huang Huang , Lewis R. Blake , Dorit M. Hammerling

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…

数值分析 · 数学 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

We introduce ParaToric, a C++ package for simulating the toric code in a parallel field (i.e., $X$- and $Z$-fields) at finite temperature. We implement and extend the continuous-time quantum Monte Carlo algorithm of Wu, Deng, and Prokof'ev…

量子物理 · 物理学 2026-04-20 Simon M. Linsel , Lode Pollet

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…

统计计算 · 统计学 2025-07-21 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

We present a method for fast and accurate physics-based predictions during non-prehensile manipulation planning and control. Given an initial state and a sequence of controls, the problem of predicting the resulting sequence of states is a…

机器人学 · 计算机科学 2022-03-02 Wisdom C. Agboh , Daniel Ruprecht , Mehmet R. Dogar

We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test…

数值分析 · 数学 2022-12-21 Olga Gorynina , Frederic Legoll , Tony Lelievre , Danny Perez

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

数值分析 · 数学 2009-09-16 Stefan Engblom

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

数值分析 · 数学 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

Non-linear phase field models are increasingly used for the simulation of fracture propagation models. The numerical simulation of fracture networks of realistic size requires the efficient parallel solution of large coupled non-linear…

We present a full implementation of the parareal algorithm---an integration technique to solve differential equations in parallel---in the Julia programming language for a fully general, first-order, initial-value problem. We provide a…

数学软件 · 计算机科学 2018-12-17 Tyler M. Masthay , Saverio Perugini

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…

数值分析 · 数学 2022-07-11 Stefan Frei , Alexander Heinlein

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…

数值分析 · 数学 2019-12-20 Tony Lelièvre , Frédéric Legoll , Keith Myerscough , Giovanni Samaey

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…

数值分析 · 数学 2026-01-22 Iñigo Jimenez-Ciga , Francisco Gaspar , Kundan Kumar , Florin A. Radu

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…

数值分析 · 数学 2022-08-17 Benedict Philippi , Thomas Slawig