An asymptotic parallel-in-time method for highly oscillatory PDEs

© 2014, Society for Industrial and Applied Mathematics. Available online at http://epubs.siam.org/doi/abs/10.1137/130914577We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which, alone, can be inefficient for equations that exhibit rapid temporal oscillations). In particular, we use an asymptotic numerical method for computing, in serial, a solution with low accuracy, and a more expensive fine solver for iteratively refining the solutions in parallel. We present examples on the rotating shallow water equations that demonstrate that significant parallel speedup and high accuracy are achievable