Asynchronous parareal time discretization for partial differential equations
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asynchronous iterationspararealtime domain decompositiontime-dependent problemstime-parallel algorithms
Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)
Abstract: Asynchronous iterations are more and more investigated for both scaling and fault-resilience purpose on high performance computing platforms. While so far, they have been exclusively applied within space domain decomposition frameworks, this paper advocates a novel application direction targeting time-decomposed time-parallel approaches. Specifically, an asynchronous iterative model is derived from the Parareal scheme, for which convergence and speedup analysis are then conducted. It turned out that Parareal and async-Parareal feature very close convergence conditions, asymptotically equivalent, including the finite-time termination property. Based on a computational cost model aware of unsteady communication delays, our speedup analysis shows the potential performance gain from asynchronous iterations, which is confirmed by some experimental case of heat evolution on a homogeneous supercomputer. This primary work clearly suggests possible further benefits from asynchronous iterations.
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- scientific article; zbMATH DE number 1444680
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Cited in
(14)- Asynchronous iterations of parareal algorithm for option pricing models
- Resilient asynchronous primal Schur method.
- Second order accurate asynchronous scheme for modeling linear partial differential equations
- Asynchronous optimized Schwarz methods with and without overlap
- A ``parareal in time discretization of PDE's
- scientific article; zbMATH DE number 1444680 (Why is no real title available?)
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