A Nonlinear ParaExp Algorithm

Gander, Martin J. and Güttel, Stefan and Petcu, Madalina (2017) A Nonlinear ParaExp Algorithm. [MIMS Preprint]

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Abstract

We propose and analyse a variant of the ParaExp algorithm for nonlinear initial value problems. We show that this algorithm is mathematically equivalent to a parareal iteration where the coarse integrator solves linear subproblems on overlapping time intervals. A numerical example with a nonlinear wave equation illustrates the convergence behaviour.

Item Type: MIMS Preprint
Uncontrolled Keywords: parallel-in-time integration, nonlinear initial value problem
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 34 Ordinary differential equations
MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
Depositing User: Stefan Güttel
Date Deposited: 15 May 2017
Last Modified: 08 Nov 2017 18:18
URI: http://eprints.maths.manchester.ac.uk/id/eprint/2550

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