Time parallelization scheme with an adaptive time step size for solving stiff initial value problems

Abstract

In this paper, we introduce a practical strategy to select an adaptive time step size suitable for the parareal algorithm designed to parallelize a numerical scheme for solving stiff initial value problems. For the adaptive time step size, a technique to detect stiffness of a given system is first considered since the step size will be chosen according to the extent of stiffness. Finally, the stiffness detection technique is applied to an initial prediction step of the parareal algorithm, and select an adaptive step size to each time interval according to the stiffness. Several numerical experiments demonstrate the efficiency of the proposed method.

Keywords

• parareal algorithm
• krylov deferred correction
• stiffness detection
• adaptive step size
• stiff system
• 34a45
• 65l04
• 65l05
• 65y05