On convergence conditions of waveform relaxation methods for linear differential-algebraic equations

AbstractFor linear constant-coefficient differential-algebraic equations, we study the waveform relaxation methods without demanding the boundedness of the solutions based on infinite time interval. In particular, we derive explicit expression and obtain asymptotic convergence rate of this class of iteration schemes under weaker assumptions, which may have wider and more useful application extent. Numerical simulations demonstrate the validity of the theory

Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented

Waveform Relaxation for the Computational Homogenization of Multiscale Magnetoquasistatic Problems

This paper proposes the application of the waveform relaxation method to the homogenization of multiscale magnetoquasistatic problems. In the monolithic heterogeneous multiscale method, the nonlinear macroscale problem is solved using the Newton--Raphson scheme. The resolution of many mesoscale problems per Gauss point allows to compute the homogenized constitutive law and its derivative by finite differences. In the proposed approach, the macroscale problem and the mesoscale problems are weakly coupled and solved separately using the finite element method on time intervals for several waveform relaxation iterations. The exchange of information between both problems is still carried out using the heterogeneous multiscale method. However, the partial derivatives can now be evaluated exactly by solving only one mesoscale problem per Gauss point.Comment: submitted to JC

Application of the Waveform Relaxation Technique to the Co-Simulation of Power Converter Controller and Electrical Circuit Models

In this paper we present the co-simulation of a PID class power converter controller and an electrical circuit by means of the waveform relaxation technique. The simulation of the controller model is characterized by a fixed-time stepping scheme reflecting its digital implementation, whereas a circuit simulation usually employs an adaptive time stepping scheme in order to account for a wide range of time constants within the circuit model. In order to maintain the characteristic of both models as well as to facilitate model replacement, we treat them separately by means of input/output relations and propose an application of a waveform relaxation algorithm. Furthermore, the maximum and minimum number of iterations of the proposed algorithm are mathematically analyzed. The concept of controller/circuit coupling is illustrated by an example of the co-simulation of a PI power converter controller and a model of the main dipole circuit of the Large Hadron Collider

An efficient algorithm for the parallel solution of high-dimensional differential equations

The study of high-dimensional differential equations is challenging and difficult due to the analytical and computational intractability. Here, we improve the speed of waveform relaxation (WR), a method to simulate high-dimensional differential-algebraic equations. This new method termed adaptive waveform relaxation (AWR) is tested on a communication network example. Further we propose different heuristics for computing graph partitions tailored to adaptive waveform relaxation. We find that AWR coupled with appropriate graph partitioning methods provides a speedup by a factor between 3 and 16