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The parareal in time algorithm allows for efficient parallel numerical simulations of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where the propagations over each subinterval for the corrector stage are concurrently performed on the different processors that are available. In this article, we are concerned with the long time integration of Hamiltonian systems. Geometric, structure-preserving integrators are preferably employed for such systems because they show interesting numerical properties, in particular excellent preservation of the total energy of the system. Using a symmetrization procedure and/or a (possibly also symmetric) projection step, we introduce here several variants of the original plain parareal in time algorithm [L. Baffico, et al. Phys. Rev. E 66 (2002) 057701; G. Bal and Y. Maday, A parareal time discretization for nonlinear PDE's with application to the pricing of an American put, in Recent developments in domain decomposition methods, Lect. Notes Comput. Sci. Eng. 23 (2002) 189-202; J.-L. Lions, Y. Maday and G. Turinici, C. R. Acad. Sci. Paris, Série I 332 (2001) 661-668.] that are better adapted to the Hamiltonian context. These variants are compatible with the geometric structure of the exact dynamics, and are easy to implement. Numerical tests on several model systems illustrate the remarkable properties of the proposed parareal integrators over long integration times. Some formal elements of understanding are also provided.
@article{M2AN_2013__47_3_717_0,
author = {Dai, Xiaoying and Le Bris, Claude and Legoll, Fr\'ed\'eric and Maday, Yvon},
title = {Symmetric parareal algorithms for hamiltonian systems},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
pages = {717--742},
publisher = {EDP-Sciences},
volume = {47},
number = {3},
year = {2013},
doi = {10.1051/m2an/2012046},
mrnumber = {3056406},
zbl = {1269.65133},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/m2an/2012046/}
}
TY - JOUR AU - Dai, Xiaoying AU - Le Bris, Claude AU - Legoll, Frédéric AU - Maday, Yvon TI - Symmetric parareal algorithms for hamiltonian systems JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2013 SP - 717 EP - 742 VL - 47 IS - 3 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/m2an/2012046/ DO - 10.1051/m2an/2012046 LA - en ID - M2AN_2013__47_3_717_0 ER -
%0 Journal Article %A Dai, Xiaoying %A Le Bris, Claude %A Legoll, Frédéric %A Maday, Yvon %T Symmetric parareal algorithms for hamiltonian systems %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2013 %P 717-742 %V 47 %N 3 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/m2an/2012046/ %R 10.1051/m2an/2012046 %G en %F M2AN_2013__47_3_717_0
Dai, Xiaoying; Le Bris, Claude; Legoll, Frédéric; Maday, Yvon. Symmetric parareal algorithms for hamiltonian systems. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 47 (2013) no. 3, pp. 717-742. doi: 10.1051/m2an/2012046
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