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: | https://eprints.maths.manchester.ac.uk/id/eprint/2550 |
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- A Nonlinear ParaExp Algorithm. (deposited 15 May 2017) [Currently Displayed]
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