The Parareal in Time Iterative Solver: a Further Direction to Parallel Implementation

Yvon Maday (1, 2) , Gabriel Turinici (3)

1 LJLL - Laboratoire Jacques-Louis Lions
2 DAM - Division of Applied Mathematics
3 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

The parareal in time algorithm is presented in its current version (predictor-corrector) and the combination of this new algorithm with other more classical iterative solvers for parallelization which makes it possible to really consider the time direction as fertile ground to reduce the time integration costs.

Domaines: Analyse numérique [math.NA]

Yvon Maday, Gabriel Turinici. The Parareal in Time Iterative Solver: a Further Direction to Parallel Implementation. Barth, Timothy J. and Griebel, Michael and Keyes, David E. and Nieminen, Risto M. and Roose, Dirk and Schlick, Tamar and Kornhuber, Ralf and Hoppe, Ronald and Périaux, Jacques and Pironneau, Olivier and Widlund, Olof and Xu, Jinchao. Domain Decomposition Methods in Science and Engineering, Springer Berlin Heidelberg, pp.441-448, 2005, ⟨10.1007/3-540-26825-1_45⟩. ⟨hal-00798334⟩