On the superlinear and linear convergence of the parareal algorithm

Gander, Martin Jakob; Vandewalle, Stefan

doi:10.1007/978-3-540-34469-8_34

Proceedings chapter

English

On the superlinear and linear convergence of the parareal algorithm

ContributorsGander, Martin Jakob; Vandewalle, Stefan

Published inWidlund, Olof B. and Keyes, David E. (Ed.), 16th International Conference on Domain Decomposition Methods, p. 291-298

PublisherBerlin : Springer

Collection

Lecture Notes in Computational Science and Engineering; 55

Publication date2007

Abstract

The parareal algorithm is a method to solve time dependent problems parallel in time: it approximates parts of the solution later in time simultaneously to parts of the solution earlier in time. In this paper the relation of the parareal algorithm to space-time multigrid and multiple shooting methods is first briefly discussed. The focus of the paper is on some new convergence results that show superlinear convergence of the algorithm when used on bounded time intervals, and linear convergence for unbounded intervals.

Affiliation entities

Faculté des sciences / Section de mathématiques

Citation (ISO format)

GANDER, Martin Jakob, VANDEWALLE, Stefan. On the superlinear and linear convergence of the parareal algorithm. In: 16th International Conference on Domain Decomposition Methods. Widlund, Olof B. and Keyes, David E. (Ed.). Berlin : Springer, 2007. p. 291–298. (Lecture Notes in Computational Science and Engineering) doi: 10.1007/978-3-540-34469-8_34

Proceedings chapter (Published version)

Identifiers

PID : unige:8272
DOI : 10.1007/978-3-540-34469-8_34

Additional URL for this publicationhttp://www.ddm.org/conferences.html

ISBN978-3-540-34469-8

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On the superlinear and linear convergence of the parareal algorithm

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