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An Adaptive Parareal Algorithm

Maday, Yvon; Mula, Olga (2020), An Adaptive Parareal Algorithm, Journal of Computational and Applied Mathematics, 377. 10.1016/j.cam.2020.112915

Type
Article accepté pour publication ou publié
External document link
https://hal.archives-ouvertes.fr/hal-01781257
Date
2020
Journal name
Journal of Computational and Applied Mathematics
Volume
377
Publisher
Elsevier
Publication identifier
10.1016/j.cam.2020.112915
Metadata
Show full item record
Author(s)
Maday, Yvon
Institut Universitaire de France [IUF]
Mula, Olga cc
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an obstacle for the solution of large scale and high dimensional problems. Our main contribution is the improvement of the parallel efficiency of the parareal in time method. The parareal method is based on combining predictions made by a numerically inexpensive solver (with coarse physics and/or coarse resolution) with corrections coming from an expensive solver (with high-fidelity physics and high resolution). At convergence, the parareal algorithm provides a solution that has the fine solver's high-fidelity physics and high resolution In the classical version of parareal, the fine solver has a fixed high accuracy which is the major obstacle to achieve a competitive parallel efficiency. In this paper, we develop an adaptive variant of the algorithm that overcomes this obstacle. Thanks to this, the only remaining factor impacting performance becomes the cost of the coarse solver. We show both theoretically and in a numerical example that the parallel efficiency becomes very competitive when the cost of the coarse solver is small.
Subjects / Keywords
Domain decomposition; Parareal in time algorithm; Parallel efficiency; Convergence rates; Inexact fine solvera posteriori estimators

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