Book chapter
On the Use of Reduced Basis Methods to Accelerate and Stabilize the Parareal Method
Reduced Order Methods for Modeling and Computational Reduction, pp.187-214
MS&A - Modeling, Simulation and Applications, Springer International Publishing
12/30/2014
DOI: 10.1007/978-3-319-02090-7_7
Abstract
We propose a modified parallel-in-time — parareal — multi-level time integration method that, in contrast to previously proposed methods, employs a coarse solver based on a reduced model, built from the information obtained from the fine solver at each iteration. This approach is demonstrated to offer two substantial advantages: it accelerates convergence of the original parareal method for similar problems and the reduced basis stabilizes the parareal method for purely advective problems where instabilities are known to arise. When combined with empirical interpolation methods (EIM), we develop this approach to solve both linear and nonlinear problems and highlight the minimal changes required to utilize this algorithm to accelerate existing implementations. We illustrate the advantages through algorithmic design, through analysis of stability, convergence, and computational complexity, and through several numerical examples.
Details
- Title: Subtitle
- On the Use of Reduced Basis Methods to Accelerate and Stabilize the Parareal Method
- Creators
- Feng Chen - Brown UniversityJan S Hesthaven - École Polytechnique Fédérale de LausanneXueyu Zhu - École Polytechnique Fédérale de Lausanne
- Resource Type
- Book chapter
- Publication Details
- Reduced Order Methods for Modeling and Computational Reduction, pp.187-214
- Series
- MS&A - Modeling, Simulation and Applications
- DOI
- 10.1007/978-3-319-02090-7_7
- eISSN
- 2037-5263
- ISSN
- 2037-5255
- Publisher
- Springer International Publishing; Cham
- Language
- English
- Date published
- 12/30/2014
- Academic Unit
- Mathematics
- Record Identifier
- 9984242428402771
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