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.
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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 |
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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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