This repository contains all the source code (Python, Matlab) associated to the book "Time Parallel Time Integration" (Gander & Lunet 2024), along with corrections of the problems given at the end of each chapters. The folder organization follows the chapter structure of the book, as below.
- 1.1 : Weather Prediction as an Example
- 1.2 : Ordinary Differential Equations (ODEs)
- 1.3 : Partial Differential Equations (PDEs)
- 1.4 : Historical Overview
- 1.5 : Problems
- 2.1 : Idea of Nievergelt in 1964
- 2.2 : Multiple Shooting Methods in Time
- 2.3 : The Parareal Algorithm
- 2.4 : Problems
- 3.1 : Method of Successive Approximations
- 3.2 : Classical Waveform Relaxation
- 3.3 : Waveform Relaxation Based on Domain Decomposition
- 3.4 : Optimized Schwarz Waveform Relaxation
- 3.5 : Problems
- 4.1 : Time Parallel Time Stepping
- 4.2 : Parabolic Multigrid
- 4.3 : Time Multigrid for the Dahlquist Equation
- 4.4 : Space Time Multigrid Methods
- 4.5 : MultiGrid Reduction In Time
- 4.6 : Block Iteration and Generating Functions
- 4.7 : Parallel Full Approximation Scheme in Space-Time
- 4.8 : Problems
- 5.1 : Parallel Predictor Corrector Methods
- 5.2 : Boundary Value Methods
- 5.3 : Time Parallel Cyclic Reduction
- 5.4 : Time Parallel Methods Based on Laplace Transform
- 5.5 : Time Parallelization Based on Diagonalization
- 5.6 : Time Parallelization Based on Integral Deferred Corrections
- 5.7 : ParaExp
- 5.8 : Problems
@book{gander2024time,
address = {Philadelphia, PA},
author = {Gander, Martin J. and Lunet, Thibaut},
doi = {10.1137/1.9781611978025},
edition = {},
eprint = {https://epubs.siam.org/doi/pdf/10.1137/1.9781611978025},
publisher = {Society for Industrial and Applied Mathematics},
title = {Time Parallel Time Integration},
url = {https://epubs.siam.org/doi/abs/10.1137/1.9781611978025},
year = {2024}
}