Parareal multiscale methods for highly oscillatory dynamical systems

DOI10.1137/15M1011044MaRDI QIDQ2833531zbMATH OpenOpenAlexFDO

Authors Gil Ariel, Seong Jun Kim, Richard Tsai

Publication date 18 November 2016

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.02094

zbMATH Keywords

almost-periodic solutionsconvergencehighly oscillatory problemsmultiscale computationnumerical examplesparallel algorithms

Mathematics Subject Classification ID

Oscillation theory of functional-differential equations (34K11) Almost and pseudo-almost periodic solutions to functional-differential equations (34K14) Dynamical systems in numerical analysis (37N30) Numerical methods for functional-differential equations (65L03) Parallel numerical computation (65Y05)

Abstract: We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the system using an appropriate multiscale integrator, which is refined using parallel fine scale integrations. Convergence is obtained using an alignment algorithm for fast phase-like variables. The method may be used either to enhance the accuracy and range of applicability of the multiscale method in approximating only the slow variables, or to resolve all the state variables. The numerical scheme does not require that the system is split into slow and fast coordinates. Moreover, the dynamics may involve hidden slow variables, for example, due to resonances. We propose an alignment algorithm for almost-periodic solution, in which case convergence of the parareal iterations is proved. The applicability of the method is demonstrated in numerical examples.

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Cited in

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