Time-parallel iterative solvers for parabolic evolution equations
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Publication:4613503
analysis of iterative methods and preconditionersinf-sup stabilityparabolic partial differential equationsparallel complexitytime-parallel methodsweak and strong scaling
Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22) Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20)
Abstract: We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of parabolic problems, we show that the standard nonsymmetric time-global system can be equivalently reformulated as an original symmetric saddle-point system that remains inf-sup stable with respect to the same natural parabolic norms. We then propose and analyse an efficient and readily implementable parallel-in-time preconditioner to be used with an inexact Uzawa method. The proposed preconditioner is non-intrusive and easy to implement in practice, and also features the key theoretical advantages of robust spectral bounds, leading to convergence rates that are independent of the number of time-steps, final time, or spatial mesh sizes, and also a theoretical parallel complexity that grows only logarithmically with respect to the number of time-steps. Numerical experiments with large-scale parallel computations show the effectiveness of the method, along with its good weak and strong scaling properties.
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