Analysis of the Parareal Time-Parallel Time-Integration Method

نویسندگان

  • Martin J. Gander
  • Stefan Vandewalle
چکیده

The parareal algorithm is a method to solve time-dependent problems parallel in time: it approximates parts of the solution later in time simultaneously to parts of the solution earlier in time. In this paper the relation of the parareal algorithm to space-time multigrid and multiple shooting methods is first briefly discussed. The focus of the paper is on new convergence results that show superlinear convergence of the algorithm when used on bounded time intervals, and linear convergence for unbounded intervals.

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عنوان ژورنال:
  • SIAM J. Scientific Computing

دوره 29  شماره 

صفحات  -

تاریخ انتشار 2007