A Nonlinear ParaExp Algorithm

Conference paper
Part of the Lecture Notes in Computational Science and Engineering book series (LNCSE, volume 125)


We derive and analyze a nonlinear variant of the ParaExp algorithm introduced in Gander and Güttel (SIAM J Sci Comput 35(2):C123–C142, 2013) for linear evolution problems. We show that the nonlinear ParaExp algorithm converges in a finite number of steps, and that it can be interpreted as a parareal algorithm where the coarse integrator solves the linear part of the evolution problem. We also provide a numerical example illustrating the efficiency of the new algorithm.


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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Université de GenèveGenèveSwitzerland
  2. 2.School of MathematicsThe University of ManchesterManchesterUK
  3. 3.Laboratoire de MathématiquesUniversité de PoitiersPoitiersFrance
  4. 4.The Institute of Statistics and Applied Mathematics of the Romanian AcademyBucharestRomania
  5. 5.The Institute of Mathematics of the Romanian AcademyBucharestRomania

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