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Time-Parallel Iterative Solvers for Parabolic Evolution Equations

Neumueller, M; Smears, I; (2019) Time-Parallel Iterative Solvers for Parabolic Evolution Equations. SIAM Journal on Scientific Computing , 41 (1) C28-C51. 10.1137/18M1172466. Green open access

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Abstract

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of parabolic problems, we show that the standard nonsymmetric time-global system can be equivalently reformulated as an original symmetric saddlepoint system that remains inf-sup stable with respect to the same natural parabolic norms. We then propose and analyse an efficient and readily implementable parallel-in-time preconditioner to be used with an inexact Uzawa method. The proposed preconditioner is non-intrusive and easy to implement in practice, and also features the key theoretical advantages of robust spectral bounds, leading to convergence rates that are independent of the number of time-steps, final time, or spatial mesh sizes, and also a theoretical parallel complexity that grows only logarithmically with respect to the number of time-steps. Numerical experiments with large-scale parallel computations show the effectiveness of the method, along with its good weak and strong scaling properties.

Type: Article
Title: Time-Parallel Iterative Solvers for Parabolic Evolution Equations
Open access status: An open access version is available from UCL Discovery
DOI: 10.1137/18M1172466
Publisher version: https://doi.org/10.1137/18M1172466
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: Parabolic partial differential equations, time-parallel methods, analysis of iterative methods and preconditioners, inf-sup stability, parallel complexity, weak and strong scaling.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics
URI: https://discovery.ucl.ac.uk/id/eprint/10060192
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