Asymptotic convergence of the parallel full approximation scheme in space and time for linear problems

DOI10.1002/NLA.2208MaRDI QIDQ6284609arXivFDO

Authors Matthias Bolten, Dieter Moser, Robert Speck

Publication date 21 March 2017

Parallel numerical computation (65Y05) Numerical quadrature and cubature formulas (65D32) Preconditioners for iterative methods (65F08) Toeplitz, Cauchy, and related matrices (15B05) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: For time-dependent partial differential equations, parallel-in-time integration using the "parallel full approximation scheme in space and time" (PFASST) is a promising way to accelerate existing space-parallel approaches beyond their scaling limits. Inspired by the classical Parareal method and multigrid ideas, PFASST allows to integrate multiple time-steps simultaneously using a space-time hierarchy of spectral deferred correction sweeps. While many use cases and benchmarks exist, a solid and reliable mathematical foundation is still missing. Very recently, however, PFASST for linear problems has been identified as multigrid method and in this paper, we will use this multigrid formulation and in particular PFASST's iteration matrix to show that in the non-stiff as well as in the stiff limit PFASST indeed is a convergent iterative method. We will provide upper bounds for the spectral radius of the iteration matrix and investigate how PFASST performs for increasing numbers of parallel time-steps. Finally, we will demonstrate that the results obtained here indeed relate to actual PFASST runs.

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