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Applications of time parallelization

Abstract

This review article serves to summarize the many advances in time-parallel computations since the excellent review article by Gander, “50 years of Time Parallel Integration” (Gander, in: 50 years of time parallel time integration. Multiple shooting and time domain decomposition, Springer, Berlin, 2015). We focus, when possible, on applications of time parallelism and the observed speedup and efficiency, highlighting the challenges and benefits of parallel time computations. The applications covered range from numerous PDE-based simulations (both hyperbolic and parabolic), to PDE-constrained optimization, powergrid simulations, and machine learning. The time-parallel methods covered range from various iterative schemes (multigrid, waveform, multiple shooting, domain decomposition) to direct time-parallel methods.

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Notes

  1. We will do the same regarding the convergence of the other iterative methods (multigrid, waveform, and domain decomposition).

  2. FAS [12] is the full approximation scheme multigrid cycling strategy commonly used for nonlinear problems.

  3. Ideal restriction (R) and interpolation (P) are defined to yield a Schur Complement coarse-grid operator with RAP.

  4. http://parallel-in-time.org.

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Ong, B.W., Schroder, J.B. Applications of time parallelization. Comput. Visual Sci. 23, 11 (2020). https://doi.org/10.1007/s00791-020-00331-4

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Keywords

  • Time-parallelization
  • Multigrid-in-time
  • Waveform relaxation
  • Parallel-in-time

Mathematics Subject Classification

  • 34-02
  • 65-02
  • 65-Y05