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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

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…

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…

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,…

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

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

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

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 the past decades, multigrid methods for linear systems having multilevel Toeplitz coefficient matrices with scalar entries have been largely studied. On the other hand, only few papers have investigated the case of block entries, where…

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

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

Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…

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…

Multigrid is one of the most efficient methods for solving large-scale linear systems that arise from discretized partial differential equations. As a foundation for multigrid analysis, two-grid theory plays an important role in motivating…

数值分析 · 数学 2021-08-17 Xuefeng Xu , Chen-Song Zhang

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

The present study is an extension of the work done in Parareal convergence for oscillatory pdes with finite time-scale separation (2019), A. G. Peddle, T. Haut, and B. Wingate, [16], and An asymptotic parallel-in-time method for highly…

数值分析 · 数学 2023-03-17 Juliane Rosemeier , Terry Haut , Beth Wingate

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

最优化与控制 · 数学 2014-02-04 Ion Necoara , Valentin Nedelcu

This paper pursues a twofold goal. First, we introduce and study in detail a new notion of variational analysis called generalized metric subregularity, which is a far-going extension of the conventional metric subregularity conditions. Our…

最优化与控制 · 数学 2024-06-21 Guoyin Li , Boris Mordukhovich , Jiangxing Zhu

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
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