An asymptotic parallel-in-time method for highly oscillatory PDEs

DOI10.1137/130914577MaRDI QIDQ2875002zbMATH OpenOpenAlexFDO

Authors Beth A. Wingate, Terry Haut

Publication date 13 August 2014

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

Full work available at URL https://arxiv.org/abs/1303.6615

zbMATH Keywords

convergencecomplexityerror boundparallel computationshallow water equationheterogeneous multiscale methodscale separationasymptotic methodparareal methodparallel-in-time scheme

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20) Finite difference methods applied to problems in fluid mechanics (76M20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Nonlinear higher-order PDEs (35G20) Water waves, gravity waves; dispersion and scattering, nonlinear interaction (76B15)

Abstract: We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which, alone, can be inefficient for equations that exhibit rapid temporal oscillations). In particular, we use an asymptotic numerical method for computing, in serial, a solution with low accuracy, and a more expensive fine solver for iteratively refining the solutions in parallel. We present examples on the rotating shallow water equations that demonstrate that significant parallel speedup and high accuracy are achievable.

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