Projection-Based Parareal for Nonlinear Initial-Value Problems

DOI10.48550/arXiv.2610.21680MaRDI QIDQ7395205arXivFDO

Authors Chenyi Tan, Yuncheng Xu, Yehao Zhang, Yangfeng Su

Publication date 15 October 2026

Published in arXiv

Tldr We present a projection-based parareal algorithm for solving nonlinear initial-value problems and analyze its convergence; we prove $O(h^{p+1})$ error bound for the modified scheme and $O(h)$ for Krylov-enhanced parareal at the first potentially inexact time point.

Full work available at URL https://doi.org/10.48550/arXiv.2610.21680

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Parallel numerical computation (65Y05)

arXiv classification

math.NA

Cites work

• 50 years of time parallel time integration
• A Parareal Algorithm with Spectral Coarse Solver
• A quantitative description of membrane current and its application to conduction and excitation in nerve
• A second order directional split exponential integrator for systems of advection-diffusion-reaction equations
• A Space-Time Multigrid Method for Parabolic Partial Differential Equations
• An analytic model for the convergence of turbulent simulations time-parallelized via the parareal algorithm
• Analysis of a Krylov subspace enhanced parareal algorithm for linear problems
• Analysis of a new space-time parallel multigrid algorithm for parabolic problems
• Analysis of the Parareal Time‐Parallel Time‐Integration Method
• Applications of time parallelization
• Arbitrarily high-order exponential cut-off methods for preserving maximum principle of parabolic equations
• Efficient implementation of essentially nonoscillatory shock-capturing schemes. II
• Finite-Time Convergence Guarantees for Time-Parallel Methods
• Fourth-Order Time-Stepping for Stiff PDEs
• Interpolation-based model order reduction for polynomial systems
• Low-rank Parareal: a low-rank parallel-in-time integrator
• Multigrid Reduction in Time for Chaotic Dynamical Systems
• Nearest neighbors GParareal: improving scalability of Gaussian processes for parallel-in-time solvers
• Nonlinear Convergence Analysis for the Parareal Algorithm
• Numerical integration of high-order variational equations of ODEs
• Numerical Methods for Ordinary Differential Equations
• On the Convergence and the Stability of the Parareal Algorithm to Solve Partial Differential Equations
• On the use of reduced basis methods to accelerate and stabilize the parareal method
• Optimizing coarse propagators in parareal algorithms
• Parallel time integration with multigrid
• Solving ordinary differential equations. II: Stiff and differential-algebraic problems.
• Stable parareal in time method for first- and second-order hyperbolic systems
• The chemical basis of morphogenesis
• The reduced basis technique as a coarse solver for parareal in time simulations
• Toward an efficient parallel in time method for partial differential equations
• Turbulence and the dynamics of coherent structures. I. Coherent structures

This page was built for publication: Projection-Based Parareal for Nonlinear Initial-Value Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7395205)