Geodesic
Analysis of a Krylov subspace enhanced parareal algorithm for linear problems
M. Gander1 ; M. Petcu2
1Section de Mathématiques, University of Geneva, Switzerland
2Laboratoire de Mathématiques, Université de Poitiers, France The Institute of Mathematics of the Romanian Academy, Bucharest, Romania
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.
DOI : 10.1051/proc:082508

M. Gander  1   ; M. Petcu  2

1 Section de Mathématiques, University of Geneva, Switzerland
2 Laboratoire de Mathématiques, Université de Poitiers, France The Institute of Mathematics of the Romanian Academy, Bucharest, Romania 
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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     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/}
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