2016
DOI: 10.1137/16m1079014
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A Posteriori Error Analysis of Two-Stage Computation Methods with Application to Efficient Discretization and the Parareal Algorithm

Abstract: We consider numerical methods for initial value problems that employ a two stage approach consisting of solution on a relatively coarse discretization followed by solution on a relatively fine discretization. Examples include adaptive error control, parallel-in-time solution schemes, and efficient solution of adjoint problems for computing a posteriori error estimates. We describe a general formulation of two stage computations then perform a general a posteriori error analysis based on computable residuals an… Show more

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Cited by 21 publications
(17 citation statements)
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References 41 publications
(55 reference statements)
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“…To begin, we will employ simple implicit time integrators. We then aim to combine the current analysis with earlier work on parallel methods for initial value problems [10], to develop an a posteriori analysis for a method that is parallel in both space and time. Once again we will adopt a two stage solution approach, using the distribution of various sources of error estimated from an initial coarse solve to inform the discretization choices for a second "production" computation.…”
Section: Discussionmentioning
confidence: 99%
“…To begin, we will employ simple implicit time integrators. We then aim to combine the current analysis with earlier work on parallel methods for initial value problems [10], to develop an a posteriori analysis for a method that is parallel in both space and time. Once again we will adopt a two stage solution approach, using the distribution of various sources of error estimated from an initial coarse solve to inform the discretization choices for a second "production" computation.…”
Section: Discussionmentioning
confidence: 99%
“…Theorem 1 provides a representation of the error (16) Theorem 1. For a PDE of the form (1) with weak form (3), if the function f (x, t) is continuous, the error in the computed QoI (2) is…”
Section: Error Formulation For Pdesmentioning
confidence: 99%
“…Classical a posteriori error analysis deals with QoIs that can be expressed as bounded functionals of the solution and has been widely explored [1][2][3][4][6][7][8][9][10][11][12][13]15,16,[19][20][21]24,26,28,30,31,35]. The error estimation utilizes generalized Green's functions solving an adjoint problem, computable residuals of the numerical solution, and variational analysis [1,4,21,27,30,31].…”
Section: Introductionmentioning
confidence: 99%
“…Adjoint‐based analysis has been used for the error estimation of a variety of numerical methods and differential equations, 26–29 for example, finite element methods, 30–33 finite volume methods, 34 numerous time‐integration schemes, 35–39 and parallel‐in‐time and domain decomposition methods 40,41 . A posteriori analysis of the finite element method for the PBE has been considered previously, 42,43 however, this work is the first such analysis for the PBE with BEM.…”
Section: Introductionmentioning
confidence: 99%