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2017.17: A Nonlinear ParaExp Algorithm

2017.17: Martin J. Gander, Stefan Güttel and Madalina Petcu (2017) A Nonlinear ParaExp Algorithm.

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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 2000 > 34 Ordinary differential equations
MSC 2000 > 65 Numerical analysis
MIMS number:2017.17
Deposited By:Stefan Güttel
Deposited On:15 May 2017

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