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Analysis of a three-Level vriant of parareal

By Felix Kwok

Appears in collection : Jean-Morlet Chair - PinT 2022: 11th Conference on Parallel-in-Time Integration / Chaire Jean-Morlet 2022 - 11ème conférence PinT - Parallel-in-Time Integration

In this talk, we present a three-level variant of the parareal algorithm that uses three propagators at the fine, intermediate and coarsest levels. The fine and intermediate levels can both be run in parallel, only the coarsest level propagation is completely sequential. We interpret our algorithm as a variant of three-level MGRIT, and we present a convergence analysis that uses parareal-type assumptions, i.e., those that involve Lipschitz constants on the propagators. We present numerical experiments to illustrate how sharp the estimates are for various time dependent problems.

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Citation data

  • DOI 10.24350/CIRM.V.19938603
  • Cite this video Kwok Felix (7/11/22). Analysis of a three-Level vriant of parareal. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19938603
  • URL https://dx.doi.org/10.24350/CIRM.V.19938603


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