On the superlinear and linear convergence of the parareal algorithm

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On the superlinear and linear convergence of the parareal algorithm

GANDER, Martin Jakob, VANDEWALLE, Stefan

Abstract

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 some new convergence results that show superlinear convergence of the algorithm when used on bounded time intervals, and linear convergence for unbounded intervals.

GANDER, Martin Jakob, VANDEWALLE, Stefan. On the superlinear and linear convergence of the parareal algorithm. In: Widlund, Olof B. and Keyes, David E. 16th International

Conference on Domain Decomposition Methods . Berlin : Springer, 2007. p. 291-298

DOI : 10.1007/978-3-540-34469-8_34

Available at:

http://archive-ouverte.unige.ch/unige:8272

Disclaimer: layout of this document may differ from the published version.

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