Tolerance Proportionality and Computational Stability in Adaptive Parallel-in-Time Runge–Kutta Methods

Imre Fekete, Ferenc Izsák, Vendel P. Kupás, Gustaf Söderlind

Research output: Contribution to journalArticlepeer-review

Abstract (may include machine translation)

In this paper, we investigate how adaptive time-integration strategies can be effectively combined with parallel-in-time numerical methods for solving systems of ordinary differential equations. Our focus is particularly on their influence on tolerance proportionality. We examine various grid-refinement strategies within the multigrid reduction-in-time (MGRIT) framework. Our results show that a simple adjustment to the original refinement factor can substantially improve computational stability and reliability. Through numerical experiments on standard test problems using the XBraid library, we demonstrate that parallel-in-time solutions closely match their sequential counterparts. Moreover, with the use of multiple processors, computing time can be significantly reduced.

Original languageEnglish
Article number484
Number of pages15
JournalAlgorithms
Volume18
Issue number8
DOIs
StatePublished - Aug 2025

Keywords

  • Runge–Kutta methods
  • adaptivity
  • computational stability
  • high-performance computing
  • parallel-in-time methods
  • tolerance proportionality

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