ESAIM Proceedings · 2008 · 52 citations · 0 references
ComputingComputer ScienceHigh-performance ComputingParallel AlgorithmsParallel ComputingScientific ComputingIterative SolversNumerical AlgorithmsNumerical AnalysisNumerical Methods For Differential EquationsParallel Numerical MethodsTime IntegrationConvergenceDifferential Equation SolversLinear Initial Value ProblemsNumerical Solutions Of Ordinary Differential EquationsOrdinary Differential Equation SolversParallel Numerical IntegrationParallel Ordinary Differential Equation SolversSecond-order Differential Equations
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.