Multilevel convergence analysis of multigrid-reduction-in-time

This paper presents a multilevel convergence framework for multigrid-reduction-in-time (MGRIT) as a generalization of previous two-grid estimates. The framework provides a priori upper bounds on the convergence of MGRIT V- and F-cycles, with different relaxation schemes, by deriving the respective residual and error propagation operators. The residual and error operators are functions of the time stepping operator, analyzed directly and bounded in norm, both numerically and analytically. We present various upper bounds of different computational cost and varying sharpness. These upper bounds are complemented by proposing analytic formulae for the approximate convergence factor of V-cycle algorithms that take the number of fine grid time points, the temporal coarsening factors, and the eigenvalues of the time stepping operator as parameters. The paper concludes with supporting numerical investigations of parabolic (anisotropic diffusion) and hyperbolic (wave equation) model problems. We assess the sharpness of the bounds and the quality of the approximate convergence factors. Observations from these numerical investigations demonstrate the value of the proposed multilevel convergence framework for estimating MGRIT convergence a priori and for the design of a convergent algorithm. We further highlight that observations in the literature are captured by the theory, including that two-level Parareal and multilevel MGRIT with F-relaxation do not yield scalable algorithms and the benefit of a stronger relaxation scheme. An important observation is that with increasing numbers of levels MGRIT convergence deteriorates for the hyperbolic model problem, while constant convergence factors can be achieved for the diffusion equation. The theory also indicates that L-stable Runge-Kutta schemes are more amendable to multilevel parallel-in-time integration with MGRIT than A-stable Runge-Kutta schemes.Comment: 26 pages; 17 pages Supplementary Material

ParaExp using Leapfrog as Integrator for High-Frequency Electromagnetic Simulations

Recently, ParaExp was proposed for the time integration of linear hyperbolic problems. It splits the time interval of interest into sub-intervals and computes the solution on each sub-interval in parallel. The overall solution is decomposed into a particular solution defined on each sub-interval with zero initial conditions and a homogeneous solution propagated by the matrix exponential applied to the initial conditions. The efficiency of the method depends on fast approximations of this matrix exponential based on recent results from numerical linear algebra. This paper deals with the application of ParaExp in combination with Leapfrog to electromagnetic wave problems in time-domain. Numerical tests are carried out for a simple toy problem and a realistic spiral inductor model discretized by the Finite Integration Technique.Comment: Corrected typos. arXiv admin note: text overlap with arXiv:1607.0036