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Domain Decomposition Methods in Science and Engineering pp 449–456Cite as

Stability of the Parareal Algorithm

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Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 40))

Summary

We discuss the stability of the Parareal algorithm for an autonomous set of differential equations. The stability function for the algorithm is derived, and stability conditions for the case of real eigenvalues are given. The general case of complex eigenvalues has been investigated by computing the stability regions numerically.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematical Sciences, Norwegian University of Science and Technology, Norway

    Gunnar Andreas Staff & Einar M. Rønquist

Authors
  1. Gunnar Andreas Staff
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  2. Einar M. Rønquist
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Editor information

Editors and Affiliations

  1. Moffett Field, CA

    Timothy J. Barth

  2. Bonn

    Michael Griebel

  3. New York

    David E. Keyes  & Tamar Schlick  & 

  4. Espoo

    Risto M. Nieminen

  5. Leuven

    Dirk Roose

  6. Fachbereich Mathematik und Informatik, Freie Universität Berlin, Arnimallee 2-6, 14195, Berlin, Germany

    Ralf Kornhuber

  7. Department of Mathematics, University of Houston, Philip G. Hoffman Hall 651, 77204-3008, Houston, TX, USA

    Ronald Hoppe

  8. Dassault Aviation, 78 Quai Marcel Dassault Cedex 300, 92552, St. Cloud, France

    Jacques Périaux

  9. Laboratoire Jacques-Louis Lions, Université Paris VI, 175 Rue de Chevaleret, 75013, Paris, France

    Olivier Pironneau

  10. Courant Institute of Mathematical Science, New York University, Mercer Street 251, 10012, New York, USA

    Olof Widlund

  11. Department of Mathematics Eberly College of Science, Pennsylvania Sate University, McAllister Building 218, 16802, University Park, PA, USA

    Jinchao Xu

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© 2005 Springer-Verlag Berlin Heidelberg

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Staff, G.A., Rønquist, E.M. (2005). Stability of the Parareal Algorithm. In: Barth, T.J., et al. Domain Decomposition Methods in Science and Engineering. Lecture Notes in Computational Science and Engineering, vol 40. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-26825-1_46

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