A New ParaDiag Time-Parallel Time Integration Method
From MaRDI portal
Publication:6154929
DOI10.1137/23M1568028arXiv2304.12597OpenAlexW4392499543MaRDI QIDQ6154929FDOQ6154929
Authors: Martin J. Gander, Davide Palitta 
Publication date: 12 March 2024
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: Time-parallel time integration has received a lot of attention in the high performance computing community over the past two decades. Indeed, it has been shown that parallel-in-time techniques have the potential to remedy one of the main computational drawbacks of parallel-in-space solvers. In particular, it is well-known that for large-scale evolution problems space parallelization saturates long before all processing cores are effectively used on today's large scale parallel computers. Among the many approaches for time-parallel time integration, ParaDiag schemes have proved themselves to be a very effective approach. In this framework, the time stepping matrix or an approximation thereof is diagonalized by Fourier techniques, so that computations taking place at different time steps can be indeed carried out in parallel. We propose here a new ParaDiag algorithm combining the Sherman-Morrison-Woodbury formula and Krylov techniques. A panel of diverse numerical examples illustrates the potential of our new solver. In particular, we show that it performs very well compared to different ParaDiag algorithms recently proposed in the literature.
Full work available at URL: https://arxiv.org/abs/2304.12597
Recommendations
- A direct solver for time parallelization
- A Direct Time Parallel Solver by Diagonalization for the Wave Equation
- Improved ParaDiag via low-rank updates and interpolation
- Time parallelization for nonlinear problems based on diagonalization
- Time-parallel iterative solvers for parabolic evolution equations
Cites Work
- A ``parareal in time discretization of PDE's
- Nonlinear Convergence Analysis for the Parareal Algorithm
- Title not available (Why is that?)
- Weierstraß and the theory of matrices
- Title not available (Why is that?)
- Generalized circulant Strang-type preconditioners.
- Analysis of two parareal algorithms for time-periodic problems
- Analysis of the Parareal Time‐Parallel Time‐Integration Method
- 50 years of time parallel time integration
- 2-norm error bounds and estimates for Lanczos approximations to linear systems and rational matrix functions
- Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
- Restarted GMRES for Shifted Linear Systems
- Krylov subspace methods. Principles and analysis.
- Restarted full orthogonalization method for shifted linear systems
- On the convergence of Krylov methods with low-rank truncations
- Parallelization in time through tensor-product space-time solvers
- Toward parallel coarse grid correction for the parareal algorithm
- Preconditioning and Iterative Solution of All-at-Once Systems for Evolutionary Partial Differential Equations
- A Direct Time Parallel Solver by Diagonalization for the Wave Equation
- Time parallelization for nonlinear problems based on diagonalization
- Parallel implementation for the two-stage SDIRK methods via diagonalization
- Matrix equation techniques for certain evolutionary partial differential equations
- Admissible and attainable convergence behavior of block Arnoldi and GMRES
- Convergence analysis of a \textit{periodic-like} waveform relaxation method for initial-value problems via the diagonalization technique
- A direct solver for time parallelization
- A diagonalization-based parareal algorithm for dissipative and wave propagation problems
- A fast block \(\alpha\)-circulant preconditoner for all-at-once systems from wave equations
- A Parallel-In-Time Block-Circulant Preconditioner for Optimal Control of Wave Equations
- All‐at‐once solution of linear wave equations
- Acceleration of the Two-Level MGRIT Algorithm via the Diagonalization Technique
- Improved ParaDiag via low-rank updates and interpolation
Cited In (2)
This page was built for publication: A New ParaDiag Time-Parallel Time Integration Method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6154929)
