Quadratic spline collocation and parareal deferred correction method for parabolic PDEs

Author(s):  
Jun Liu ◽  
Yan Wang ◽  
Rongjian Li
2016 ◽  
Vol 2016 ◽  
pp. 1-15 ◽  
Author(s):  
Jun Liu ◽  
Yan Wang ◽  
Rongjian Li

Parareal is a kind of time parallel numerical methods for time-dependent systems. In this paper, we consider a general linear parabolic PDE, use optimal quadratic spline collocation (QSC) method for the space discretization, and proceed with the parareal technique on the time domain. Meanwhile, deferred correction technique is also used to improve the accuracy during the iterations. In fact, the optimal QSC method is a correction of general QSC method. Along the temporal direction we embed the iterations of deferred correction into parareal to construct a hybrid method, parareal deferred correction (PDC) method. The error estimation is presented and the stability is analyzed. To save computational cost, we find out a simple way to balance the two kinds of iterations as much as possible. We also argue that the hybrid algorithm has better system efficiency and costs less running time. Numerical experiments by multicore computers are attached to exhibit the effectiveness of the hybrid algorithm.


2008 ◽  
Vol 48 (3) ◽  
pp. 449-472 ◽  
Author(s):  
B. Bialecki ◽  
G. Fairweather ◽  
A. Karageorghis ◽  
Q.N. Nguyen

2019 ◽  
Vol 83 (1) ◽  
pp. 165-199 ◽  
Author(s):  
Bernard Bialecki ◽  
Graeme Fairweather ◽  
Andreas Karageorghis ◽  
Jonathan Maack

Sign in / Sign up

Export Citation Format

Share Document