A Nonlinear ParaExp Algorithm
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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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