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Issue ESAIM: Proc.
Volume 25, 2008
Paris-sud working group on modelling and scientific computing 2007-2008
Page(s) 114 - 129
DOI http://dx.doi.org/10.1051/proc:082508
Published online 16 January 2009

ESAIM: Proc., 2008, Vol. 25, pp. 114-129
DOI: 10.1051/proc:082508

Analysis of a Krylov subspace enhanced parareal algorithm for linear problems

M. Gander1 and M. Petcu2

1  Section de Mathématiques, University of Geneva, Switzerland
2  Laboratoire de Mathématiques, Université de Poitiers, France The Institute of Mathematics of the Romanian Academy, Bucharest, Romania


Published online: 16 January 2009

Abstract
The parareal algorithm is a numerical method to integrate evolution problems on parallel computers. The performance of the algorithm is well understood for diffusive problems, and it can have spectacular performance when applied to certain non-linear problems. Its convergence properties are however less favorable for hyperbolic problems. We present and analyze in this paper a variant of the parareal algorithm, recently proposed in the PITA framework for systems of second order ordinary differential equations.



© EDP Sciences, ESAIM 2008


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