Time Parallel Time Integration

Martin J. Gander, Thibaut Lunet

Published by SIAM

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:: Purpose and Summary

Predicting the future is a difficult task but, as with the weather, it is possible with good models. But how does one predict the far future before the near future is known? Time parallel time integration, also known as PinT (Parallel-in-Time) methods, aims to predict the near and far future simultaneously. In this self-contained book, the first on the topic, readers will find a comprehensive and up-to-date description of methods and techniques that have been developed to do just this. We describe the four main classes of PinT methods: shooting-type methods, waveform relaxation methods, time parallel multigrid methods, and direct time parallel methods. In addition, we provide:
  • historical background for each of the method classes,
  • complete convergence analyses for the most representative variants of the methods in each class, and
  • illustrations and runnable MATLAB code.
An ideal introduction to this exciting and very active research field, Time Parallel Time Integration can be used for independent study or for a graduate course.

   
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