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Proceedings Chapter

Reference

Nonlinear Convergence Analysis for the Parareal Algorithm

GANDER, Martin Jakob, HAIRER, Ernst

GANDER, Martin Jakob, HAIRER, Ernst. Nonlinear Convergence Analysis for the Parareal Algorithm. In: Proceedings of the 17th International Conference on Domain

Decomposition Methods . 2007.

Available at:

http://archive-ouverte.unige.ch/unige:6554

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

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$ V K #&=T<(\&WIf" &b~GJIf"s#"KV$?Th=NJGW$ L%S" ƒ @?(?h€

(31)

−50 0 50 100

−60

−40

−20 0 20 40 60

x1

x2

0 5 10 15

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0

t

x

(32)

−2 −1 0 1 2

−1.5

−1

−0.5 0 0.5 1 1.5

x1

x2

0 5 10 15

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0

t

x

(33)

−1.5 −1 −0.5 0 0.5 1

−1.5

−1

−0.5 0 0.5 1 1.5

x1

x2

0 5 10 15

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0

t

x

(34)

−1.5 −1 −0.5 0 0.5 1

−1.5

−1

−0.5 0 0.5 1 1.5

x1

x2

0 5 10 15

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0

t

x

(35)

−1.5 −1 −0.5 0 0.5 1

−1.5

−1

−0.5 0 0.5 1 1.5

x1

x2

0 5 10 15

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0

t

x

(36)

−1.5 −1 −0.5 0 0.5 1

−1.5

−1

−0.5 0 0.5 1 1.5

x1

x2

0 5 10 15

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0

t

x

(37)

)69 ˆ<f9 ‚-) <bAC):-)) 3 0S<B%"-/3g9

1 B =

= 1 "NB c

=

" 1 A=

T "

0 10

20 30

40 50

−20

−15

−10

−5 0 5 10 15 20

−40

−20 0 20 40

!@GJIGW$ V KVJI"A2

1 …BƒCc1 „ G=NUT T1 1 /

%JJG-&JK L% IV (bLg$ VhQ

NWLK LG=~%,&bNUT@LK L&bN-"A2 5 = "27 5 …71@5 „h… '

'7

! L$ }=~GUKML&bN K Lg$ V2

= #…

1 1 …

-/L"%JIV K L. GUKML&bN2 &b}WIK  & IT=VJI 8}WN ( V E}mKKsG=ƒ

0 1 1 4

ƒ 0 = 1 4

Q

(38)

0 1 2 3 4 5 6 7 8 9 10

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(39)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(40)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(41)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(42)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(43)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(44)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(45)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(46)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(47)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(48)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(49)

0 1 2 3 4 5 6 7 8 9 10

−20

−10 0 10 20 30 40

t

x

0 1 2 3 4 5 6 7 8 9 10

10 −15 10 −10 10 −5 10 0

t

x

(50)

0 2 4 6 8 10 12 10 −10

10 −8 10 −6 10 −4 10 −2 10 0 10 2

Error, L2 in x, Linf in t

iteration

(51)

' ) %"5S0 ) 78)f %('*) 3S<U9 -) P+ 9 + )fs9&) 0S<B%"-/3

.

BD.8. 1 C. L"N 1 #…

.5 M…7 1 " LN85 „ 7

> L"%,&" LK( <1

(

ƒC#&$%&)( VJNUV,&b}-" &b}=NUTBGJI %,&bNUT;LKML&bN:"

9CVJNmKsVJIV T *gN LKsV T;L*gVJIVJN % V T@L"%JIV K L. GUK L&bNWƒ

0 1

(

G% * GJITS}W~VJI LN KML$ VJƒ

0 1 1

ƒ 0 = 1

Q

0 0.2

0.4 0.6

0.8

1 0

0.05 0.1

−1

−0.5 0 0.5 1

t x

solution

(52)

+ )fs9&) 0S<B%"-/3 56-/3 )f+ ) 3C5]) :):A 0 %"-)

0 5 10 15

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0

iteration

error

T=4, 400 proc

T=1, 100 proc

T=0.25, 25 proc

T=0.17, 17 proc

T=0.1, 10 proc

(53)

-/3 )f+ ) 3C5]) -) <BAC) )]0S< 0S<=%-/3

1

:8X

O a ca cdX

a V a V P cdM

= : ` a[OWO VUMgX

Y =P =

:8X :8X

a8=

X A.

a=

M

P]b

. 1 0 .

Y MKS^,cdX

=M"X Y j M= :

a]b

?K

=da T8VgX

` X = : PAY

Mb =M` X ^

P]b

X,c X K%K[.

O

X,cdVgM

b X a cdV=

P]b T P .

bWY

X Y =M` X M

b=

X,c

a VK6e

$ G )

.

.5

=5.

7 '

. "

i

5 -

7 $ G )

.

.5

=5.

7 ' . "

j

:8X,cdX

=

:8X/^

P]b

K

=dab=

MK . b M

X,cK

a V 3P c X a

^<: ?K

=da T8VgX

` X =: PAY

@

- b . b T P .

bWY

X Y =M` X M

b=

X,c

a VK =

:8X ^

P]b X,c X b

^,XMKNVUM

b X a ce

" }89

.

.5

=5.

7 '

. "

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.

.25

=/.

7 '

. "

j

:8X,cdX

ZMK . b M

X,cK a V 3P c X a

^<: ?K

=a T8VgX

` X = : PAY

@

(54)

-/3 )f+ ) 3C5]) - 3g9J<h0 3S<U9 - <bAC) )S0S< 0S<B%"-/3

$ V K #&=T & ITWVJI

…bQˆ„h… h† h„A …bQˆ„(?BAW„'h†h…h€'

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! - bQˆ„ …bQˆ„h…h€ h„h„h„h†h€ …bQ €Ah… h€h†h€

CGfT=G=} Z; ' …bQˆ…h† BA'(?h„h†'h… …bQˆ…h†h€h€'(?h„ †'

&JKsV K‚fGUK WL(;UVJI>& IT=VJI:K Lg$ VPLNUKV (;IGUK L&bN $ V K‚-&BT" ~V GUT K &Z({G-"KsVJI

%,&bNfVJI&( VJN% V&#( K‚UV 9fGhIGJIV G=~;GW~(& I{LK W$ K‚fG=N ~&3* VJI & IT=VJI $ V K #&=T8" Q

(55)

-/3 )f+ ) 3C5]) -).7 ) D )65@<=%-/3 - ):' 9

1

:8X

O a ca cdX

a V a V P cdM

= : ` a[OWO VUMgX

Y =P =

:8X

a]Y X,^

= M P]b

X .

a8=

M

P]b .

1@.

j M= :<T

a

^,i

jCa

c Y .]VgX,c Mb = M` X ^

P]b

X,c X K%K[.

O

X,cdVgM

b X a cdV=

P]b T P .

b8Y X Y

= M` X M b=

X,c

Sa VK6e

$ G )

.

.25

=/.

7 '

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i

5 - 7 $ G )

.

.5

=/.

7 '

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j

:8X,cdX

=

:8X/^

P]b

K

=dab=

MK . b M

X,cK

a

VLe

1 )5#„h„BA ' BAW„h†@

( 1

>&,%,&bNfVJI( VJN % V IVS" }W~K (& I }WN&b}WNUT=V T K Lg$ VPLNmKsVJIhGW~" Q

; " " &W&bN G-" $%& IV K‚fG=N- LKsVJIGUKML&bN:" GJIV NUV V TWV T6ƒ@K‚UVZ$ V K #&=T

~&A&"lVS" G=~#~;L"NmKsVJIVS"K‚Q

(56)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.4

−0.2 0 0.2 0.4

x t

error

(57)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.4

−0.2 0 0.2 0.4

x t

error

(58)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.4

−0.2 0 0.2 0.4

x t

error

(59)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.4

−0.2 0 0.2 0.4

x t

error

(60)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.4

−0.2 0 0.2 0.4

x t

error

(61)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.4

−0.2 0 0.2 0.4

x t

error

(62)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.4

−0.2 0 0.2 0.4

x t

error

(63)

0 1 2 3 4 0

0.5 1

1.5 0 0.5 1

x t

u

0 1 2 3 4

0 0.5

1 1.5

−0.2 0 0.2

x t

error

(64)

0 1 2 3 4 5 6 7 8 10 −16

10 −14 10 −12 10 −10 10 −8 10 −6 10 −4 10 −2 10 0 10 2 10 4

iteration

Error

Superlinear bound

(65)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4

−0.5 0 0.5 1

x t

error

(66)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4

−0.2 0 0.2

x t

error

(67)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4

−0.05 0 0.05

x t

error

(68)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4

−0.02 0 0.02

x t

error

(69)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4

−4

−2 0 2

x 10 −3

x t

error

(70)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4 0 5 10

x 10 −4

x t

error

(71)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4

−2

−1 0 1

x 10 −4

x t

error

(72)

0 1 2 3 4 0.1 0

0.3 0.2 0.5 −1 0.4

0 1

x t

u

0 1 2 3 4

0.1 0 0.3 0.2

0.5 0.4

−3

−2

−1 0 1

x 10 −5

x t

error

(73)

0 1 2 3 4 5 6 7 8 10 −6

10 −5 10 −4 10 −3 10 −2 10 −1 10 0 10 1 10 2 10 3 10 4

iteration

Error

Superlinear bound

(74)

<BAC) . 7 7 %5]0g<=%- 3g9 0 3CD )@9 #<U9 -/34 0 l0f)S0

,! €*+T &/ = T 1 9 & IK LG=~ƒ JGhI!fGUK‚ƒ 98JG=NUTWVS" I!L" 5„h…h… Bƒ

„h…h…h†7

8$8 <7 $d7

"

/( 1 FHGfT=G‚ ƒ

!

G=~&$ &bNWƒ 08}=I{LNWL%fL

5„h…h…h„Bƒg„h…h…h†7

3**+

"

*‹7T *T8$ 1 R2GJI!I{LT8&bƒ A",9 V T=G=~#ƒ 6~GfT $ GJI 5 „h…h… Bƒ

„h…h…'7

*T% "

& I 1 @L"%JUVJIƒ$2V3%JmK‚ƒ:FHGfT=G‚ 5 „h…h… 7

"  1*+4*q/ 1$ /(*4 1 ! KG[* G=NUTbN#+@} L"K%5 „h…h… 7

8T 7T 0 /$ * € 1 G %,&bƒ VJI!NfGJIT@ƒ FHGfT=G‚ ƒ 08}=I{LNWL%fLƒ

gVJIG=<5 „h…h…h„7

*+$ $ B 1 G=~ƒCFHGfTBG‚ 5 „h…h…h„7

)')T *T "

#

'v*T 1

(75)

-/3C5fg9;%- 3g9

!@GJIGW~~VJ~A",9 V V T@}W9 LN KML$ VPL" 9&"R" LW~VJƒ W}UKEK‚UV ",9 V V T6}89 L" $%&WIV

$ &=T=VS"K K‚fG=N LN/",9JG% VhQ

7" d7 1

0 *)& $ }=~K L~VfVJ~#JVJI" L&bN-"h&#(2K fV G=~(& I!LK‚8$ Q

778" 1

! K }fTh &#(8K‚UVHmW9 VJI$&b~#L%% G-"lV * LK  &b}WNfT=GJI %,&bNUT@LK L&bN:" ƒSGWNfT

K fV "lV3%,&bNUT & IT=VJI!* GfV V,+@}fGUK L&bNBQ

;`NfG=~#" L" &#( !@GJIGJIV G=~W(\&WI -; A" Q

! IVS"lVJI&JGUKML&bN &#( "sW$9W~V3% KML% "K I } % K‚}WIV L"N !@GJIGJIV G=~Q

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