Abstract
We report a new parallel iterative algorithm for semi-linear parabolic partial differential equations (PDEs) by combining a kind of waveform relaxation (WR) techniques into the classical parareal algorithm. The parallelism can be simultaneously exploited by WR and parareal in different directions. We provide sharp error estimations for the new algorithm on bounded time domain and on unbounded time domain, respectively. The iterations of the parareal and the WR are balanced to optimize the performance of the algorithm. Furthermore, the speedup and the parallel efficiency of the new approach are analyzed. Numerical experiments are carried out to verify the effectiveness of the theoretic work.
| Original language | English |
|---|---|
| Pages (from-to) | 4245-4263 |
| Number of pages | 19 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | 236 |
| Issue number | 17 |
| DOIs | |
| State | Published - Nov 2012 |
Keywords
- Convergence
- Hybrid parallelism
- Parareal algorithm
- Waveform relaxation