论文标题

线性瘫痪和mgrit的紧密两级融合:实践中的扩展和含义

Tight two-level convergence of Linear Parareal and MGRIT: Extensions and implications in practice

论文作者

Southworth, Ben S., Mitchell, Wayne, Hessenthaler, Andreas, Danieli, Federico

论文摘要

最受欢迎的两种平行时间方法是同伴和多移民减少时间(MGRIT)。最近,在Southworth(2019)中开发了一种一般的收敛理论,用于线性两级MGRIT/PARAREAL,为收敛提供了必要和足够的条件,并在最坏情况下的收敛因子紧密界定。本文首先提供了对线性误差和残留传播的新的简化分析,其中误差或残留传播的规范是由一个障碍物的最小奇异值给出的,该误差或残留传播的规范。然后,将对由此产生的融合条件和充分的条件进行新的讨论,这些条件通过吸引遮盖Toeplitz理论所产生的融合,如Southworth(2019)。讨论了该理论的实际应用,并证明,在两个标准的线性双曲线PDE上预测实践中的收敛范围:对流( - 扩散)方程和一阶形式的波动方程。

Two of the most popular parallel-in-time methods are Parareal and multigrid-reduction-in-time (MGRIT). Recently, a general convergence theory was developed in Southworth (2019) for linear two-level MGRIT/Parareal that provides necessary and sufficient conditions for convergence, with tight bounds on worst-case convergence factors. This paper starts by providing a new and simplified analysis of linear error and residual propagation of Parareal, wherein the norm of error or residual propagation is given by one over the minimum singular value of a certain block bidiagonal operator. New discussion is then provided on the resulting necessary and sufficient conditions for convergence that arise by appealing to block Toeplitz theory as in Southworth (2019). Practical applications of the theory are discussed, and the convergence bounds demonstrated to predict convergence in practice to high accuracy on two standard linear hyperbolic PDEs: the advection(-diffusion) equation, and the wave equation in first-order form.

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