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 tim...

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Veröffentlicht in:Computers & mathematics with applications (1987) 2019-12, Vol.78 (11), p.3471-3484
Hauptverfasser: Yue, Xiaoqiang, Shu, Shi, Xu, Xiaowen, Bu, Weiping, Pan, Kejia
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container_issue 11
container_start_page 3471
container_title Computers & mathematics with applications (1987)
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creator Yue, Xiaoqiang
Shu, Shi
Xu, Xiaowen
Bu, Weiping
Pan, Kejia
description 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.
doi_str_mv 10.1016/j.camwa.2019.05.017
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subjects Algorithms
Finite element method
Parallel-in-time
Parareal
Reduction-based multigrid
Space-fractional diffusion equations
Space–time finite element
Time dependence
Time integration
title Parallel-in-time multigrid for space–time finite element approximations of two-dimensional space-fractional diffusion equations
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