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Stability of the Parareal Algorithm

  • Gunnar Andreas Staff
  • Einar M. Rønquist
Part of the Lecture Notes in Computational Science and Engineering book series (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.

Keywords

Domain Decomposition Stability Function Real Eigenvalue Complex Eigenvalue Implicit Euler Method 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Gunnar Andreas Staff
    • 1
  • Einar M. Rønquist
    • 1
  1. 1.Department of Mathematical SciencesNorwegian University of Science and TechnologyNorway

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