Analysis of a Krylov subspace enhanced parareal algorithm for linear problems
ESAIM. Proceedings, Tome 25 (2008), pp. 114-129
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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.
@article{EP_2008_25_a8,
author = {M. Gander and M. Petcu},
title = {Analysis of a {Krylov} subspace enhanced parareal algorithm for linear problems},
journal = {ESAIM. Proceedings},
pages = {114--129},
year = {2008},
volume = {25},
doi = {10.1051/proc:082508},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/proc:082508/}
}
TY - JOUR AU - M. Gander AU - M. Petcu TI - Analysis of a Krylov subspace enhanced parareal algorithm for linear problems JO - ESAIM. Proceedings PY - 2008 SP - 114 EP - 129 VL - 25 UR - http://geodesic.mathdoc.fr/articles/10.1051/proc:082508/ DO - 10.1051/proc:082508 LA - en ID - EP_2008_25_a8 ER -
M. Gander; M. Petcu. Analysis of a Krylov subspace enhanced parareal algorithm for linear problems. ESAIM. Proceedings, Tome 25 (2008), pp. 114-129. doi: 10.1051/proc:082508
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