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Symmetric parareal algorithms for Hamiltonian systems
X. Dai 1, 2, Claude Le Bris 3, 4, Frédéric Legoll 3, 5, Yvon Maday 1, 6
(29/11/2010)

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where the propagations over each subinterval for the corrector stage are concurrently performed on the processors. In this article, we are concerned with the long time integration of Hamiltonian systems. Geometric, structure-preserving integrators are preferably employed for such systems because they show interesting numerical properties, in particular excellent preservation of the total energy of the system. Using a symmetrization procedure and/or a (possibly also symmetric) projection step, we introduce here several variants of the original plain parareal in time algorithm [Lions, Maday and Turinici 2001, Baffico, Bernard, Maday, Turinici and Zerah 2002, Bal and Maday 2002] that are better adapted to the Hamiltonian context. These variants are compatible with the geometric structure of the exact dynamics, and are easy to implement. Numerical tests on several model systems illustrate the remarkable properties of the proposed parareal integrators over long integration times. Some formal elements of understanding are also provided.
1 :  Laboratoire Jacques-Louis Lions (LJLL)
CNRS : UMR7598 – Université Pierre et Marie Curie (UPMC) - Paris VI
2 :  Institute of Computational Mathematics and Scientific/Engineering Computing
Chinese Academy of Sciences
3 :  MICMAC (INRIA Paris - Rocquencourt)
Ecole des Ponts ParisTech – INRIA
4 :  Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
Ecole des Ponts ParisTech
5 :  Laboratoire Navier
Ecole des Ponts ParisTech – CNRS : UMR8205 – IFSTTAR
6 :  Division of Applied Mathematics (DAM)
Brown University
Mathématiques/Analyse numérique
Lien vers le texte intégral : 
http://fr.arXiv.org/abs/1011.6222