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Communication Dans Un Congrès Année : 2023

Time parallel algorithm for multi-step time schemes

Résumé

In this work, we consider the problem of accelerating the numerical simulation of time dependent problems involving a multi-step time scheme by the parareal algorithm. The parareal method is based on combining predictions made by a coarse and cheap propagator, with corrections computed with two propagators: the previous coarse and a precise and expensive one used in a parallel way over the time windows. A multi-step time scheme can potentially bring higher approximation orders than plain one-step methods but the initialisation of each time window needs to be appropriately chosen. At convergence, the parareal algorithm provides a solution that coincides with the solution of the fine solver. When the fine and/or coarse propagators is a multi-step time scheme, we need to choose a consistent approximation of the solutions involved in the initialisation of the fine solver at each time windows. Otherwise, the initialisation error will prevent the parareal algorithm to converge towards the solution with fine solver’s accuracy. In this talk, I will present a new variant of the algorithm that overcome this obstacle. Thanks to this, the parareal algorithm is more coherent with the underlying time scheme and we recover the properties of the original version both theoretically and numerically.
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Dates et versions

hal-04455097 , version 1 (13-02-2024)

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  • HAL Id : hal-04455097 , version 1

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Katia Ait-Ameur, Yvon Maday, Marc Tajchman. Time parallel algorithm for multi-step time schemes. Journées Scientifiques INRIA Chile 2023, Dec 2023, Santiago (Chile), Chile. ⟨hal-04455097⟩
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