@Article{CSIAM-AM-4-3,
author = {Yang, Jiang and Zhaoming, Yuan and Zhou, Zhi},
title = {Robust Convergence of Parareal Algorithms with Arbitrarily High-Order Fine Propagators},
journal = {CSIAM Transactions on Applied Mathematics},
year = {2023},
volume = {4},
number = {3},
pages = {566--591},
abstract = {<p style="text-align: justify;">The aim of this paper is to analyze the robust convergence of a class of parareal algorithms for solving parabolic problems. The coarse propagator is fixed to the backward Euler method and the fine propagator is a high-order single step integrator. Under some conditions on the fine propagator, we show that there exists some critical $J_∗$ such that the parareal solver converges linearly with a convergence rate near 0.3, provided that the ratio between the coarse time step and fine time step named $J$ satisfies $J ≥ J_∗.$ The convergence is robust even if the problem data is nonsmooth and incompatible with boundary conditions. The qualified methods include all absolutely stable single step methods, whose stability function satisfies $|r(−∞)|&lt;1,$ and hence the fine propagator could be arbitrarily high-order. Moreover, we examine some popular high-order single step methods, e.g., two-, three- and four-stage Lobatto IIIC methods, and verify that the corresponding parareal algorithms converge linearly with a factor 0.31 and the threshold for these cases is $J_∗ = 2.$ Intensive numerical examples are presented to support and complete our theoretical predictions.</p>},
issn = {2708-0579},
doi = {https://doi.org/10.4208/csiam-am.SO-2022-0025},
url = {https://global-sci.com/article/82298/robust-convergence-of-parareal-algorithms-with-arbitrarily-high-order-fine-propagators}
}