Multi-step variant of the parareal algorithm: convergence analysis and numerics

DOI10.1051/m2an/2024014zbMATH Open1541.65063MaRDI QIDQ6552258

Katia Ait-Ameur, Y. Maday

Publication date: 8 June 2024

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

parareal algorithmtime domain decompositionmulti-step time scheme

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Parallel numerical computation (65Y05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Complexity and performance of numerical algorithms (65Y20) Numerical methods for stiff equations (65L04)

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