A New Parareal Algorithm for Time-Periodic Problems with Discontinuous Inputs

The Parareal algorithm, which is related to multiple shooting, was introduced for solving evolution problems in a time-parallel manner. The algorithm was then extended to solve time-periodic problems. We are interested here in time-periodic systems which are forced with quickly-switching discontinuous inputs. Such situations occur, e.g., in power engineering when electric devices are excited with a pulse-width-modulated signal. In order to solve those problems numerically we consider a recently introduced modified Parareal method with reduced coarse dynamics. Its main idea is to use a low-frequency smooth input for the coarse problem, which can be obtained, e.g., from Fourier analysis. Based on this approach, we present and analyze a new Parareal algorithm for time-periodic problems with highly-oscillatory discontinuous sources. We illustrate the performance of the method via its application to the simulation of an induction machine

A micro-macro parareal algorithm: application to singularly perturbed ordinary differential equations

We introduce a micro-macro parareal algorithm for the time-parallel integration of multiscale-in-time systems. The algorithm first computes a cheap, but inaccurate, solution using a coarse propagator (simulating an approximate slow macroscopic model), which is iteratively corrected using a fine-scale propagator (accurately simulating the full microscopic dynamics). This correction is done in parallel over many subintervals, thereby reducing the wall-clock time needed to obtain the solution, compared to the integration of the full microscopic model. We provide a numerical analysis of the algorithm for a prototypical example of a micro-macro model, namely singularly perturbed ordinary differential equations. We show that the computed solution converges to the full microscopic solution (when the parareal iterations proceed) only if special care is taken during the coupling of the microscopic and macroscopic levels of description. The convergence rate depends on the modeling error of the approximate macroscopic model. We illustrate these results with numerical experiments

Parareal in time 3D numerical solver for the LWR Benchmark neutron diffusion transient model

We present a parareal in time algorithm for the simulation of neutron diffusion transient model. The method is made efficient by means of a coarse solver defined with large time steps and steady control rods model. Using finite element for the space discretization, our implementation provides a good scalability of the algorithm. Numerical results show the efficiency of the parareal method on large light water reactor transient model corresponding to the Langenbuch-Maurer-Werner (LMW) benchmark [1]

A micro/macro parallel-in-time (parareal) algorithm applied to a climate model with discontinuous non-monotone coefficients and oscillatory forcing

We present the application of a micro/macro parareal algorithm for a 1-D energy balance climate model with discontinuous and non-monotone coefficients and forcing terms. The micro/macro parareal method uses a coarse propagator, based on a (macroscopic) 0-D approximation of the underlying (microscopic) 1-D model. We compare the performance of the method using different versions of the macro model, as well as different numerical schemes for the micro propagator, namely an explicit Euler method with constant stepsize and an adaptive library routine. We study convergence of the method and the theoretical gain in computational time in a realization on parallel processors. We show that, in this example and for all settings, the micro/macro parareal method converges in fewer iterations than the number of used parareal subintervals, and that a theoretical gain in performance of up to 10 is possible

A Decentralized Parallelization-in-Time Approach with Parareal

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel processors. This can be a show-stopper if the simulation results have to be computed with wallclock time restrictions (e.g.\,for weather forecasts) or as fast as possible (e.g. for urgent computing). Here, the time-dimension is the only one left for parallelization and we focus on Parareal as one particular parallelization-in-time method. We discuss a software approach for making Parareal parallelization transparent for application developers, hence allowing fast prototyping for Parareal. Further, we introduce a decentralized Parareal which results in autonomous simulation instances which only require communicating with the previous and next simulation instances, hence with strong locality for communication. This concept is evaluated by a prototypical solver for the rotational shallow-water equations which we use as a representative black-box solver