We study in this paper the parareal (parallel-in-time) algorithm for the linear switched systems (LSS) on the basis of two coarse time subinterval divisions: the parareal algorithm based on the original switching time...
详细信息
We study in this paper the parareal (parallel-in-time) algorithm for the linear switched systems (LSS) on the basis of two coarse time subinterval divisions: the parareal algorithm based on the original switching time subinterval of the LSS (PLSS algorithm), and the parareal algorithm based on the new time subinterval division (NPLSS algorithm) for making the computation time of each processor well-balanced. These two proposed algorithms are able to compute the LSS with high-frequency oscillatory and discontinuous input efficiently. Besides, the convergence analysis of the two algorithms is provided. (C) 2021 Elsevier Ltd. All rights reserved.
parareal is an iterative algorithm and is characterized by two propagators and , which are respectively associated with large step size and small step size , where and is an integer. The choice Backward-Euler denotes ...
详细信息
parareal is an iterative algorithm and is characterized by two propagators and , which are respectively associated with large step size and small step size , where and is an integer. The choice Backward-Euler denotes the simplest implicit parareal solver, which we call parareal-Euler, and has been studied widely in recent years. For linear problem with being a symmetric positive definite matrix, this algorithm converges very fast and the convergence rate is insensitive to the change of J and . However, for the case that the spectrum of contains complex values, no provable results are available in the literature so far. Previous studies based on numerical plotting show that we can not expect convergence for the parareal-Euler algorithm on the whole right-hand side of the complex plane. Here, we consider a representative situation: with , i.e., the spectrum is contained in a sectorial region. Spectrum distribution of this type arises naturally for semi-discretizing a wide rang of time-dependent PDEs, e.g., the Fokker-Planck equations. We derive condition, which is independent of J and depends on only, to ensure convergence of the parareal-Euler algorithm. Numerical results for initial value and time-periodic problems are provided to support our theoretical conclusions.
In this paper,a coupling strategy of the parareal algorithm with the Waveform Relaxation method is presented for the parallel solution of differential algebraic *** classical Waveform Relaxation(in space) method and t...
详细信息
In this paper,a coupling strategy of the parareal algorithm with the Waveform Relaxation method is presented for the parallel solution of differential algebraic *** classical Waveform Relaxation(in space) method and the parareal(in time) method are first recalled,followed by the introduction of a coupled parareal-Waveform Relaxation method recently introduced for the solution of partial differential ***,this coupled method is extended to the solution of differential algebraic *** experiments,performed on parallel multicores architectures,illustrate the impressive performances of this new method.
The parareal algorithm,proposed firstly by Lions et al.[***,***,and ***,A”parareal”in time discretization of PDE’s,*** Ser.I Math.,332(2001),pp.661-668],is an effective algorithm to solve the timedependent problems...
详细信息
The parareal algorithm,proposed firstly by Lions et al.[***,***,and ***,A”parareal”in time discretization of PDE’s,*** Ser.I Math.,332(2001),pp.661-668],is an effective algorithm to solve the timedependent problems parallel in *** algorithm has received much interest from many researchers in the past *** present in this paper a new variant of the parareal algorithm,which is derived by combining the original parareal algorithm and the Richardson extrapolation,for the numerical solution of the nonlinear ODEs and *** nonlinear problems are tested to show the advantage of the new *** accuracy of the obtained numerical solution is compared with that of its original version(i.e.,the parareal algorithm based on the same numerical method).
The parareal algorithm represents an important class of parallel-in-time algorithms for solving evolution equations and has been widely applied in practice. To achieve effective speed-up, the choice of the coarse prop...
详细信息
The parareal algorithm represents an important class of parallel-in-time algorithms for solving evolution equations and has been widely applied in practice. To achieve effective speed-up, the choice of the coarse propagator in the algorithm is vital. In this work, we investigate the use of optimized coarse propagators. Building upon the error estimation framework, we present a systematic procedure for constructing coarse propagators that enjoy desirable stability and consistent order. Additionally, we provide preliminary mathematical guarantees for the resulting parareal algorithm. Numerical experiments on a variety of settings, e.g., the linear diffusion model, the Allen--Cahn model, and the viscous Burgers model, show that the optimizing procedure can significantly improve parallel efficiency when compared with the more ad hoc choice of some conventional and widely used coarse propagators.
As deep neural networks (DNNs) become deeper, the training time increases. In this perspective, multi-CPU parallel computing has become a key tool in accelerating the training of DNNs. In this article, we introduce a ...
详细信息
As deep neural networks (DNNs) become deeper, the training time increases. In this perspective, multi-CPU parallel computing has become a key tool in accelerating the training of DNNs. In this article, we introduce a novel methodology to construct a parallel neural network that can utilize multiple GPUs simultaneously from a given DNN. We observe that layers of DNN can be interpreted as the time steps of a time-dependent problem and can be parallelized by emulating a parallel-in-time algorithm called parareal. The parareal algorithm consists of fine structures which can be implemented in parallel and a coarse structure that gives suitable approximations to the fine structures. By emulating it, the layers of DNN are torn to form a parallel structure, which is connected using a suitable coarse network. We report accelerated and accuracy-preserved results of the proposed methodology applied to VGG-16 and ResNet-1001 on several datasets.
We present a new parareal waveform relaxation algorithm for time-periodic problems which performs the parallelism both in sub-systems and in time. The new parareal waveform relaxation algorithm only needs to solve an ...
详细信息
We present a new parareal waveform relaxation algorithm for time-periodic problems which performs the parallelism both in sub-systems and in time. The new parareal waveform relaxation algorithm only needs to solve an initial-value coarse problem in each iteration instead of the periodic coarse problem in the classical parareal waveform relaxation algorithm. The convergence result of the new parareal waveform relaxation algorithm is then proved with a linear bound at most on the convergence factor. Numerical experiments including some parallel experiments illustrate our analysis and the effectiveness of the new parareal waveform relaxation algorithm finally.
We report a new parallel iterative algorithm for semi-linear parabolic partial differential equations (PDEs) by combining a kind of waveform relaxation (WR) techniques into the classical parareal algorithm. The parall...
详细信息
We report a new parallel iterative algorithm for semi-linear parabolic partial differential equations (PDEs) by combining a kind of waveform relaxation (WR) techniques into the classical parareal algorithm. The parallelism can be simultaneously exploited by WR and parareal in different directions. We provide sharp error estimations for the new algorithm on bounded time domain and on unbounded time domain, respectively. The iterations of the parareal and the WR are balanced to optimize the performance of the algorithm. Furthermore, the speedup and the parallel efficiency of the new approach are analyzed. Numerical experiments are carried out to verify the effectiveness of the theoretic work. (C) 2012 Elsevier B.V. All rights reserved.
The parareal Schwarz waveform relaxation algorithm is a new space-time parallel algorithm for the solution of evolution partial differential equations. It is based on a decomposition of the entire space-time domain bo...
详细信息
The parareal Schwarz waveform relaxation algorithm is a new space-time parallel algorithm for the solution of evolution partial differential equations. It is based on a decomposition of the entire space-time domain both in space and in time into smaller space-time subdomains, and then computes by an iteration in parallel on all these small space-time subdomains a better and better approximation of the overall solution in space-time. The initial conditions in the space-time subdomains are updated using a parareal mechanism, while the boundary conditions are updated using Schwarz waveform relaxation techniques. A first precursor of this algorithm was presented 15 years ago, and while the method works well in practice, the convergence of the algorithm is not yet understood, and to analyze it is technically difficult. We present in this paper for the first time an accurate superlinear convergence estimate when the algorithm is applied to the heat equation. We illustrate our analysis with numerical experiments including cases not covered by the analysis, which opens up many further research directions.
parareal algorithms are studied for semilinear parabolic stochastic partial differential equations to achieve a "parallel-in-real-time" implementation. These algorithms proceed as two-level integrators, with...
详细信息
parareal algorithms are studied for semilinear parabolic stochastic partial differential equations to achieve a "parallel-in-real-time" implementation. These algorithms proceed as two-level integrators, with the fine integrator being given by the exponential Euler scheme in this work. Two choices for the coarse integrator are considered: the linear implicit Euler scheme and the exponential Euler scheme. It is proved that as the number of iterations increases, the order of convergence is limited by the regularity of the noise, whereas for the exponential Euler case, the order of convergence always increases. The influences on the performance of the parareal algorithms, of the choice of the coarse integrator, of the regularity of the noise, and of the number of parareal iterations are also illustrated by extensive numerical experiments.
暂无评论