On the Convergence and the Stability of the Parareal Algorithm to solve Partial Differential Equations
نویسنده
چکیده
After stating an abstract convergence result for the parareal algorithm used in the parallelization in time of general partial differential equations, we analyze the stability and convergence properties of the algorithm for equations with constant coefficients. We show that suitably damping coarse schemes ensure unconditional stability of the parareal algorithm and analyze how the regularity of the initial condition influences convergence in the absence of sufficient damping.
منابع مشابه
The new implicit finite difference scheme for two-sided space-time fractional partial differential equation
Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. S...
متن کاملOn the convergence of the homotopy analysis method to solve the system of partial differential equations
One of the efficient and powerful schemes to solve linear and nonlinear equations is homotopy analysis method (HAM). In this work, we obtain the approximate solution of a system of partial differential equations (PDEs) by means of HAM. For this purpose, we develop the concept of HAM for a system of PDEs as a matrix form. Then, we prove the convergence theorem and apply the proposed method to fi...
متن کاملA new approach to using the cubic B-spline functions to solve the Black-Scholes equation
Nowadays, options are common financial derivatives. For this reason, by increase of applications for these financial derivatives, the problem of options pricing is one of the most important economic issues. With the development of stochastic models, the need for randomly computational methods caused the generation of a new field called financial engineering. In the financial engineering the pre...
متن کاملAPPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES
We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.
متن کاملA NEW APPROACH TO SOLVE DIFFERENTIAL EQUATIONS ARISING IN FLUID MECHANICS
The purpose of this study is to demonstrate the potential of Imperialist CompetitiveAlgorithm (ICA) for solving Blasius dierential equation. This algorithm is inspiredby competition mechanism among Imperialists and colonies and has demonstrated excellentcapabilities such as simplicity, accuracy, faster convergence and better global optimumachievement in contrast to other evolutionary algorithms...
متن کامل