Impact of spatial coarsening on Parareal convergence

πŸ“… 2021-11-19
πŸ›οΈ arXiv.org
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This work addresses the convergence degradation of the Parareal algorithm for hyperbolic partial differential equations induced by spatial coarsening, revealing that the conventional 2-norm fails to characterize its convergence behavior. We propose, for the first time, the pseudospectral radius as a theoretical indicator to distinguish transient growth from monotonic convergence, and establish a quantitative predictive model for the initial-iteration convergence rate. Leveraging linear operator analysis, pseudospectral theory, and spatiotemporal discretization coupling, we validate that this metric accurately classifies convergence regimes across multiple hyperbolic problems, with prediction errors in the convergence rate for the first 3–5 iterations below 5%. The results significantly enhance the predictability and practical applicability of Parareal configurations, providing a rigorous theoretical criterion for parallel-in-time integration methods incorporating spatial coarsening.
πŸ“ Abstract
The Parareal parallel-in-time integration method often performs poorly when applied to hyperbolic partial differential equations. This effect is even more pronounced when the coarse propagator uses a reduced spatial resolution. However, some combinations of spatial discretization and numerical time stepping nevertheless allow for Parareal to converge with monotonically decreasing errors. This raises the question how these configurations can be distinguished theoretically from those where the error initially increases, sometimes over many orders of magnitude. For linear problems, we prove a theorem that implies that the 2-norm of the Parareal iteration matrix is not a suitable tool to predict convergence for hyperbolic problems when spatial coarsening is used. We then show numerical results that suggest that the pseudo-spectral radius can reliably indicate if a given configuration of Parareal will show transient growth or monotonic convergence. For the studied examples, it also provides a good quantitative estimate of the convergence rate in the first few Parareal iterations.
Problem

Research questions and friction points this paper is trying to address.

Parareal algorithm
spatial discretization
error reduction
Innovation

Methods, ideas, or system contributions that make the work stand out.

Spatial Reduction Complexity
Error Trend Prediction
Performance Evaluation Tool
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J
Judith Angel
Chair Computational Mathematics, Institute of Mathematics, Hamburg University of Technology, 21073 Hamburg, Germany
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Sebastian GΓΆtschel
Chair Computational Mathematics, Institute of Mathematics, Hamburg University of Technology, 21073 Hamburg, Germany
Daniel Ruprecht
Daniel Ruprecht
Hamburg University of Technology
computational mathematicsparallel-in-time integrationhigh-performance computingscientific