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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

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,…

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

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

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…

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

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

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

We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of 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

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

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

Isogeometric Analysis (IgA) has become a viable alternative to the Finite Element Method (FEM) and is typically combined with a time integration scheme within the method of lines for time-dependent problems. However, due to a stagnation of…

数值分析 · 数学 2021-07-13 Roel Tielen , Matthias Möller , Cornelis Vuik

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…

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

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

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for…

数值分析 · 数学 2017-08-28 Francisco J. Gaspar , Carmen Rodrigo

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

This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…

数值分析 · 数学 2024-04-16 Yi Yang , Jin Huang

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
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