Parallel-in-time multigrid for space–time finite element approximations of two-dimensional space-fractional diffusion equations

The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions, which is discretized by the space–time finite element method to propagate solutions. We develop a multigrid-reduction-in-time (MGRIT) algorithm with time-dependent time-grid propagators and provide its two-level convergence theory under the assumptions of the stability and simultaneous diagonalizability on time-grid propagators. Numerical results show that the proposed method possesses the saturation error order, theoretical results of the two-level variant deliver good predictions for our model problems, and significant speedups of the MGRIT can be achieved when compared to the two-level variant with F-relaxation (an equivalent version of the parareal algorithm) and the sequential time-stepping approach.