A Unified Analysis Framework for Iterative Parallel-in-Time Algorithms
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Abstract: Parallel-in-time integration has been the focus of intensive research efforts over the past two decades due to the advent of massively parallel computer architectures and the scaling limits of purely spatial parallelization. Various iterative parallel-in-time (PinT) algorithms have been proposed, like Parareal, PFASST, MGRIT, and Space-Time Multi-Grid (STMG). These methods have been described using different notations, and the convergence estimates that are available are difficult to compare. We describe Parareal, PFASST, MGRIT and STMG for the Dahlquist model problem using a common notation and give precise convergence estimates using generating functions. This allows us, for the first time, to directly compare their convergence. We prove that all four methods eventually converge super-linearly, and also compare them numerically. The generating function framework provides further opportunities to explore and analyze existing and new methods.
Recommendations
- Asymptotic convergence of the parallel full approximation scheme in space and time for linear problems.
- Analysis of the Parareal Time‐Parallel Time‐Integration Method
- The Parareal in Time Iterative Solver: a Further Direction to Parallel Implementation
- A multigrid perspective on the parallel full approximation scheme in space and time.
- Tight two-level convergence of linear parareal and MGRIT: extensions and implications in practice
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Cited in
(14)- Asymptotic convergence of the parallel full approximation scheme in space and time for linear problems.
- A multigrid perspective on the parallel full approximation scheme in space and time.
- Convergent iterative schemes for time parallelization
- Error Bound Analysis of the Stochastic Parareal Algorithm
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- Time parallelization for hyperbolic and parabolic problems
- Effect of space discretization on the parareal algorithm for advection-diffusion equations
- Micro-macro parareal, from ordinary differential equations to stochastic differential equations and back again
- Convergence of ParaOpt for general Runge-Kutta time discretizations
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