Time parallelization for hyperbolic and parabolic problems
advection-diffusion equationsBurgers' equationheat equationhyperbolic and parabolic problemsparallel-in-timesecond-order wave equation
Methods of ordinary differential equations applied to PDEs (35A24) Heat equation (35K05) Second-order hyperbolic equations (35L10) Numerical solution of boundary value problems involving ordinary differential equations (65L10) 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) Parallel numerical computation (65Y05)
This is a comprehensive survey paper on parallel-in-time (PinT) algorithms for solving time-dependent evolution equations, with a particular focus on parabolic and hyperbolic partial differential equations (PDEs). The paper presents a unified framework for classifying, understanding, and analyzing the major families of PinT algorithms. An extensive literature is included and discussed in the paper.\N\NThe paper is divided into two main parts. In the first part, the authors discuss PinT methods which are particularly effective for hyperbolic equations. In the second part, PinT methods for parabolic equations are discussed. For each method, detailed discussions of the numerical scheme, convergence property and numerical examples are presented. Numerical examples treated include the heat equation, advection-diffusion equation, the wave equation, and Burger's equation. The authors also discuss the difference between the methods for hyperbolic equations and parabolic equations. In particular, the authors point out that hyperbolic equations are harder to solve than parabolic equations, and only a few PinT methods are effective.\N\NThe article thus serves as an excellent comprehensive state-of-the-art reference on the development, implementation, and convergence analysis of modern PinT algorithms.
- 50 years of time parallel time integration
- A ``parareal in time discretization of PDE's
- A block Krylov subspace implementation of the time-parallel Paraexp method and its extension for nonlinear partial differential equations
- A diagonalization-based parareal algorithm for dissipative and wave propagation problems
- A direct solver for time parallelization
- A Direct Time Parallel Solver by Diagonalization for the Wave Equation
- A fast block -circulant preconditoner for all-at-once systems from wave equations
- A homographic best approximation problem with application to optimized Schwarz waveform relaxation
- A hybrid parareal spectral deferred corrections method
- A multigrid perspective on the parallel full approximation scheme in space and time.
- A New ParaDiag Time-Parallel Time Integration Method
- A nonlinear ParaExp algorithm
- A NOTE ON THE NUMERICAL INTEGRATION OF FIRST-ORDER DIFFERENTIAL EQUATIONS
- A parallel shooting technique for solving dissipative ODE's
- A parallel-in-time algorithm for high-order BDF methods for diffusion and subdiffusion equations
- A Parallel-In-Time Block-Circulant Preconditioner for Optimal Control of Wave Equations
- A parallel-in-time iterative algorithm for Volterra partial integro-differential problems with weakly singular kernel
- A Proposal for Toeplitz Matrix Calculations
- A Reynolds number dependent convergence estimate for the \textsc{Parareal} algorithm
- A Space-Time Multigrid Method for Parabolic Partial Differential Equations
- A time-parallel implicit method for accelerating the solution of non-linear structural dynamics problems
- A Time-Stepping Algorithm for Parallel Computers
- A Unified Analysis Framework for Iterative Parallel-in-Time Algorithms
- A uniform spectral analysis for a preconditioned all-at-once system from first-order and second-order evolutionary problems
- A waveform relaxation algorithm with overlapping splitting for reaction diffusion equations
- A well-conditioned direct pint algorithm for first- and second-order evolutionary equations
- Absorbing boundary conditions for the wave equation and parallel computing
- Acceleration of the Two-Level MGRIT Algorithm via the Diagonalization Technique
- Additive Schwarz algorithms for parabolic convection-diffusion equations
- All‐at‐once solution of linear wave equations
- An adaptive parareal algorithm
- An Algorithm with Polylog Parallel Complexity for Solving Parabolic Partial Differential Equations
- An All-at-Once Preconditioner for Evolutionary Partial Differential Equations
- An analysis of Schwarz waveform relaxation domain decomposition methods for the imaginary-time linear Schrödinger and Gross-Pitaevskii equations
- An explicit mapped tent pitching scheme for Maxwell equations
- Analysis for parareal algorithms applied to Hamiltonian differential equations
- Analysis of a new space-time parallel multigrid algorithm for parabolic problems
- Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems
- Analysis of Schwarz waveform relaxation for the coupled Ekman boundary layer problem with continuously variable coefficients
- Analysis of the parallel Schwarz method for growing chains of fixed-sized subdomains. I
- Analysis of the parallel Schwarz method for growing chains of fixed-sized subdomains. II
- Analysis of the parallel Schwarz method for growing chains of fixed-sized subdomains. III.
- Analysis of the Parareal Time‐Parallel Time‐Integration Method
- Applications of time parallelization
- Asymptotic convergence of the parallel full approximation scheme in space and time for linear problems.
- Boundary Value Techniques for Initial Value Problems in Ordinary Differential Equations
- BOUNDARY-VALUE TECHNIQUES FOR THE NUMERICAL SOLUTION OF INITIAL-VALUE PROBLEMS IN ORDINARY DIFFERENTIAL EQUATIONS
- Conjugate Gradient Methods for Toeplitz Systems
- Convergence analysis for three parareal solvers
- Convergence analysis of a \textit{periodic-like} waveform relaxation method for initial-value problems via the diagonalization technique
- Convergence Analysis of Schwarz Waveform Relaxation with Convolution Transmission Conditions
- Convergence analysis of some second-order parareal algorithms
- Convergence analysis of the overlapping Schwarz waveform relaxation algorithm for reaction-diffusion equations with time delay
- Convergence analysis of the parareal algorithm with nonuniform fine time grid
- Convergence of \textsc{Parareal} for a vibrating string with viscoelastic damping
- Diagonalization-based preconditioners and generalized convergence bounds for ParaOpt
- Dirichlet-Neumann and Neumann-Neumann waveform relaxation algorithms for parabolic problems
- Dirichlet-Neumann waveform relaxation methods for parabolic and hyperbolic problems in multiple subdomains
- Discrete optimization of Robin transmission conditions for anisotropic diffusion with discrete duality finite volume methods
- Efficient multigrid reduction-in-time for method-of-lines discretizations of linear advection
- Fast Multigrid Reduction-in-Time for Advection via Modified Semi-Lagrangian Coarse-Grid Operators
- Functions of Matrices
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- Improved ParaDiag via low-rank updates and interpolation
- Interweaving PFASST and parallel multigrid
- Iterative Methods and Preconditioners for Systems of Linear Equations
- Iterative Solution of Nonlinear Equations in Several Variables
- Lagrange-Schwarz waveform relaxation domain decomposition methods for linear and nonlinear quantum wave problems
- Mapped tent pitching schemes for hyperbolic systems
- Multi-grid dynamic iteration for parabolic equations
- Multi-Level Adaptive Solutions to Boundary-Value Problems
- Multigrid interpretations of the parareal algorithm leading to an overlapping variant and MGRIT
- Multigrid waveform relaxation for anisotropic partial differential equations
- Multigrid Waveform Relaxation of Spatial Finite Element Meshes: The Continuous-Time Case
- Multilevel convergence analysis of multigrid-reduction-in-time
- Multiplicative Schwarz Methods for Parabolic Problems
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Non-Overlapping Schwarz Waveform-Relaxation for Nonlinear Advection-Diffusion Equations
- Nonlinear Convergence Analysis for the Parareal Algorithm
- Numerical Methods for Structured Markov Chains
- On passing to the limit by the alternating process.
- Optimal Schwarz Waveform Relaxation for the One Dimensional Wave Equation
- Optimized and quasi-optimal Schwarz waveform relaxation for the one-dimensional Schrödinger equation
- Optimized overlapping Schwarz waveform relaxation for a class of time-fractional diffusion problems
- Optimized Schwarz methods with general Ventcell transmission conditions for fully anisotropic diffusion with discrete duality finite volume discretizations
- Optimized Schwarz waveform relaxation for advection reaction diffusion equations in two dimensions
- Optimized Schwarz Waveform Relaxation for the Primitive Equations of the Ocean
- Optimized Schwarz Waveform Relaxation Methods for Advection Reaction Diffusion Problems
- Optimizing multigrid reduction‐in‐time and Parareal coarse‐grid operators for linear advection
- Overlapping Schwarz Waveform Relaxation for Convection-Dominated Nonlinear Conservation Laws
- PARAEXP: a parallel integrator for linear initial-value problems
- Parallel algorithms for initial-value problems for difference and differential equations
- Parallel high-order integrators
- Parallel implementation for the two-stage SDIRK methods via diagonalization
- Parallel implementation of BVM methods
- Parallel methods for integrating ordinary differential equations
- Parallel Methods for the Numerical Integration of Ordinary Differential Equations
- Parallel multistep methods for linear evolution problems
- Parallel time integration with multigrid
- Parallel-in-time multigrid with adaptive spatial coarsening for the linear advection and inviscid Burgers equations
- Parallel-in-time preconditioner for the sinc-Nyström systems
- Parallelization in time through tensor-product space-time solvers
- PinT Preconditioner for Forward-Backward Evolutionary Equations
- Preconditioning and Iterative Solution of All-at-Once Systems for Evolutionary Partial Differential Equations
- Regularization-robust preconditioners for time-dependent PDE-constrained optimization problems
- Remarks on Picard-Lindelöf iteration
- Robust convergence of parareal algorithms with arbitrarily high-order fine propagators
- Schwarz methods over the course of time
- Schwarz waveform relaxation algorithms for the linear viscous equatorial shallow water equations
- Schwarz waveform relaxation method for one-dimensional Schrödinger equation with general potential
- Semi-discrete Schwarz waveform relaxation algorithms for reaction diffusion equations
- Space-time block preconditioning for incompressible flow
- Space-Time Continuous Analysis of Waveform Relaxation for the Heat Equation
- Space-time domain decomposition for parabolic problems
- Spectral deferred correction methods for ordinary differential equations
- Time parallel time integration
- Time parallelization for nonlinear problems based on diagonalization
- Time-decomposed parallel time-integrators: theory and feasibility studies for fluid, structure, and fluid-structure applications
- Time-parallel implicit integrators for the near-real-time prediction of linear structural dynamic responses
- Time-parallel iterative solvers for parabolic evolution equations
- Toward an efficient parallel in time method for partial differential equations
- Toward error estimates for general space-time discretizations of the advection equation
- Toward parallel coarse grid correction for the parareal algorithm
- Two-level convergence theory for multigrid reduction in time (MGRIT)
- Unconditionally stable Noumerov-type methods for second order differential equations
- Unmapped tent pitching schemes by waveform relaxation
- Waveform Relaxation with Fast Direct Methods as Preconditioner
- Parallel-in-time solution of Allen-Cahn equations by integrating operator learning into the parareal method
- Exponential Low-Regularity Parareal Algorithms for Nonlinear Schrödinger Equations
- The expandable space-time parallel two-grid algorithm for the heat equation
- Parareal Thermal Radiation Diffusion
- Parareal algorithm for gradient flow arising from orthogonality-constrained matrix optimization problems
- Diagonalization-based algorithms for all-at-once systems arising from linear delay differential equations
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