Stability of the Parareal algorithm

Lecture Notes in Computational Science and Engineering

Volumn 40, Issue , 2005, Pages 449-456

  Staff, Gunnar Andreas ^a   Rønquist, Einar M ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

DOMAIN DECOMPOSITION METHODS; EIGENVALUES AND EIGENFUNCTIONS;

COMPLEX EIGENVALUES; EIGENVALUES; PARAREAL ALGORITHMS; STABILITY CONDITION; STABILITY FUNCTION; STABILITY REGIONS;

STABILITY;

EID: 84880359264     PISSN: 14397358     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-26825-1_46     Document Type: Article

References (7)

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2. G. Bal and Y. Maday. A "parareal" time discretization for non-linear pde's with application to the pricing of an american put. In L. F. Pavarino and A. Toselli, editors, Recent Developments in domain Decomposition Methods, volume 23 of Lecture Notes in Computational Science and Engineering, pages 189-202. Springer, 2002.
3. C. Farhat and M. Chandesris. Time-decomposed parallel time-integrators: theory and feasibility studies for fluid, structure, and fluid-structure applications. to appear in International Journal for Numerical Methods in Engineering, 2003.
4. E. Hairer, S. N. rsett, and G. Wanner. Solving Ordinary Equations I, volume 8 of Springer Series in Computational Mathematics. Springer, 2. edition, 2000.
5. E. Hairer and G. Wanner. Solving Ordinary Equations II, volume 14 of Springer Series in Computational Mathematics. Springer, 2. edition, 2002.
6. J.-L. Lions, Y. Maday, and G. Turinici. Résolution d'edp par un schéma en temps pararéel. C.R.Acad Sci. Paris Sér. I Math, 332:661-668, 2001.
7. Y. Maday and G. Turinici. A parareal in time procedure for the control of partial differential equations. C.R.Acad Sci. Paris Sér. I Math, 335:387-392, 2002.