On the convergence and the stability of the parareal algorithm to solve partial differential equations

Lecture Notes in Computational Science and Engineering

Volumn 40, Issue , 2005, Pages 425-432

  Bal, Guillaume ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DAMPING; PARTIAL DIFFERENTIAL EQUATIONS;

CONSTANT COEFFICIENTS; CONVERGENCE RESULTS; INITIAL CONDITIONS; PARALLELIZATIONS; PARAREAL ALGORITHMS; STABILITY AND CONVERGENCE; UNCONDITIONAL STABILITY;

DOMAIN DECOMPOSITION METHODS;

EID: 84880364648     PISSN: 14397358     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-26825-1_43     Document Type: Article

References (6)

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2. G. Bal. Parallelization in time of (stochastic) ordinary differential equations. Preprint; www.columbia.edu/gb2030/PAPERS/ParTimeSODE.ps, 2003.
3. G. Bal and Y. Maday. A parareal time discretization for non-linear PDE's with application to the pricing of an american put. Recent developments in domain decomposition methods (Zürich, 2001), Lect. Notes Comput. Sci. Eng., Springer, Berlin, 23:189-202, 2002.
4. C. Farhat and M. Chandesris. Time-decomposed parallel time-integrators: theory and feasibility studies for fluid, structure, and fluid-structure applications. Int. J. Numer. Meth. Engng., 58(9):1397-1434, 2003.
5. J.-L. Lions, Y. Maday, and G. Turinici. Résolution d'EDP par un schéma en temps pararéel. C.R.A.S. Sér. I Math., 332(7):661-668, 2000.
6. Y. Maday and G. Turinici. A parareal in time procedure for the control of partial differential equations. C.R.A.S. Sér. I Math., 335:387-391, 2002.