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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…

Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the…

数值分析 · 数学 2022-04-26 H. De Sterck , R. D. Falgout , O. A. Krzysik

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that…

数值分析 · 数学 2023-03-22 H. De Sterck , R. D. Falgout , O. A. Krzysik , J. B. Schroder

A long-standing issue in the parallel-in-time community is the poor convergence of standard iterative parallel-in-time methods for hyperbolic partial differential equations (PDEs), and for advection-dominated PDEs more broadly. Here, a…

数值分析 · 数学 2024-11-19 H. De Sterck , S. Friedhoff , O. A. Krzysik , Scott P. MacLachlan

Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…

数值分析 · 数学 2026-03-24 G. H. M. Araújo , O. A. Krzysik , H. De Sterck

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…

数值分析 · 数学 2021-07-21 Jens Hahne , Ben Southworth , Stephanie Friedhoff

This paper presents a multilevel convergence framework for multigrid-reduction-in-time (MGRIT) as a generalization of previous two-grid estimates. The framework provides a priori upper bounds on the convergence of MGRIT V- and F-cycles,…

Time-parallel algorithms seek greater concurrency by decomposing the temporal domain of a Partial Differential Equation (PDE), providing possibilities for accelerating the computation of its solution. While parallelisation in time has…

数值分析 · 数学 2021-04-20 Federico Danieli , Scott MacLachlan

Parareal and multigrid reduction in time (MGRiT) are two of the most popular parallel-in-time methods. The idea is to treat time integration in a parallel context by using a multigrid method in time. If $\Phi$ is a (fine-grid) time-stepping…

数值分析 · 数学 2019-05-14 Ben S. Southworth

Two of the most popular parallel-in-time methods are Parareal and multigrid-reduction-in-time (MGRIT). Recently, a general convergence theory was developed in Southworth (2019) for linear two-level MGRIT/Parareal that provides necessary and…

数值分析 · 数学 2020-10-23 Ben S. Southworth , Wayne Mitchell , Andreas Hessenthaler , Federico Danieli

Although convergence of the Parareal and multigrid-reduction-in-time (MGRIT) parallel-in-time algorithms is well studied, results on their optimality is limited. Appealling to recently derived tight bounds of two-level Parareal and MGRIT…

数值分析 · 数学 2020-02-12 Stephanie Friedhoff , Ben S. Southworth

We apply the multigrid-reduction-in-time (MGRIT) algorithm to an eddy current simulation of a two-dimensional induction machine supplied by a pulse-width-modulation signal. To resolve the fast-switching excitations, small time steps are…

数值分析 · 数学 2020-06-30 Matthias Bolten , Stephanie Friedhoff , Jens Hahne , Sebastian Schöps

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a…

数值分析 · 数学 2022-08-29 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

The multigrid-reduction-in-time (MGRIT) technique has proven to be successful in achieving higher run-time speedup by exploiting parallelism in time. The goal of this article is to develop and analyze a MGRIT algorithm, using FCF-relaxation…

数值分析 · 数学 2021-02-10 Xiaoqiang Yue , Kejia Pan , Jie Zhou , Zhifeng Weng , Shi Shu , Juan Tang

As CPU clock speeds have stagnated, and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes are a…

数值分析 · 数学 2022-01-26 David A. Vargas , Robert D. Falgout , Stefanie Günther , Jacob B. Schroder

We consider the usage of parallel-in-time algorithms of the Parareal and multigrid-reduction-in-time (MGRIT) methodologies for the parallel-in-time solution of the eddy current problem. Via application of these methods to a two-dimensional…

In this paper, a time-periodic MGRIT algorithm is proposed as a means to reduce the time-to-solution of numerical algorithms by exploiting the time periodicity inherent to many applications in science and engineering. The time-periodic…

计算工程、金融与科学 · 计算机科学 2022-01-12 Andreas Hessenthaler , Robert D. Falgout , Jacob B. Schroder , Adelaide de Vecchi , David Nordsletten , Oliver Röhrle

The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…

数值分析 · 数学 2018-05-18 Xiaoqiang Yue , Shi Shu , Xiaowen Xu , Weiping Bu , Kejia Pan

Parallel-in-time algorithms have been successfully employed for reducing time-to-solution of a variety of partial differential equations, especially for diffusive (parabolic-type) equations. A major failing of parallel-in-time approaches to…

Based on current trends in computer architectures, faster compute speeds must come from increased parallelism rather than increased clock speeds, which are currently stagnate. This situation has created the well-known bottleneck for…

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