Multi-step variant of parareal algorithm

Autor: Ait-Ameur, Katia, Maday, Yvon, Tajchman, Marc
Přispěvatelé: Laboratoire Jacques-Louis Lions (LJLL (UMR_7598)), Université Paris Diderot - Paris 7 (UPD7)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), Commissariat à l'énergie atomique et aux énergies alternatives (CEA), Institut Universitaire de France (IUF), Ministère de l'Education nationale, de l’Enseignement supérieur et de la Recherche (M.E.N.E.S.R.), Ait-Ameur, Katia
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Popis: In this paper, we propose a variant of the parareal algorithm for time-dependent problems involving a multi-step time scheme in the coarse and/or fine propagators. This choice can potentially bring higher approximation orders than plain one-step methods but the initialization of each time window needs to be appropriately chosen. In this work, we explore some possible initializations and demonstrate their relevance on a Dahlquist test equation, an advection-diffusion equation and an industrial application.
Databáze: OpenAIRE