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In 2008, Maday and Ronquist introduced an interesting new approach for the direct parallel-in-time (PinT) solution of time-dependent PDEs. The idea is to diagonalize the time stepping matrix, keeping the matrices for the space…

数值分析 · 数学 2021-04-15 Martin J. Gander , Jun Liu , Shu-Lin Wu , Xiaoqiang Yue , Tao Zhou

Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…

统计计算 · 统计学 2024-11-12 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

In this paper, we propose a direct parallel-in-time (PinT) algorithm for time-dependent problems with first- or second-order derivative. We use a second-order boundary value method as the time integrator that leads to a tridiagonal time…

数值分析 · 数学 2022-02-22 Jun Liu , Xiang-Sheng Wang , Shu-Lin Wu , Tao Zhou

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

In this paper we proposed two new quasi-boundary value methods for regularizing the ill-posed backward heat conduction problems. With a standard finite difference discretization in space and time, the obtained all-at-once nonsymmetric…

数值分析 · 数学 2021-07-15 Jun Liu

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

数值分析 · 数学 2025-03-03 Herbert Egger , Andreas Schafelner

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

Parallel-in-time integration has been the focus of intensive research efforts over the past two decades due to the advent of massively parallel computer architectures and the scaling limits of purely spatial parallelization. Various…

数值分析 · 数学 2023-09-22 M. J. Gander , T. Lunet , D. Ruprecht , R. Speck

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

数值分析 · 数学 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

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…

Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main…

数值分析 · 数学 2023-09-26 Martin J. Gander , Davide Palitta

The time parallel solution of optimality systems arising in PDE constraint optimization could be achieved by simply applying any time parallel algorithm, such as Parareal, to solve the forward and backward evolution problems arising in the…

偏微分方程分析 · 数学 2020-07-27 Martin Gander , Félix Kwok , Julien Salomon

Higher-order nonlinear time-evolution equations have widespread applications in science and engineering, such as in solid mechanics, materials science, and fluid mechanics. This paper mainly studies a direct time-parallel algorithm for…

数值分析 · 数学 2025-10-14 Shun-Zhi Zhong , Yong-Liang Zhao , Qian-Yu Shu

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

Inverse source problems arise often in real-world applications, such as localizing unknown groundwater contaminant sources. Being different from Tikhonov regularization, the quasi-boundary value method has been proposed and analyzed as an…

数值分析 · 数学 2022-01-11 Yi Jiang , Jun Liu , Xiang-Sheng Wang

Large reasoning models (LRMs) excel at complex reasoning tasks but typically generate lengthy sequential chains-of-thought, resulting in long inference times before arriving at the final answer. To address this challenge, we introduce…

人工智能 · 计算机科学 2025-12-04 Emil Biju , Shayan Talaei , Zhemin Huang , Mohammadreza Pourreza , Azalia Mirhoseini , Amin Saberi

This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating…

数值分析 · 数学 2022-03-22 Mohamed Kamel Riahi

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 design, analyze and implement efficient time parallel method for a class of fourth order time-dependent partial differential equations (PDEs), namely biharmonic heat equation, linearized Cahn-Hilliard (CH) equation and the…

数值分析 · 数学 2023-04-28 Gobinda Garai , Bankim C. Mandal

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
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