Asynchronous time-parallel method based on Laplace transform

Abstract

Laplace transform method has proved to be very efficient and easy to parallelize for the solution of time-dependent problems. However, the synchronization delay among processors implies an upper bound on the expectable acceleration factor, which leads to a lot of wasted time. In this paper, we propose an original asynchronous Laplace transform method formalized for quasilinear problems based on the well-known Gaver-Stehfest algorithm. Parallel experiments show the convergence of our new method, as well as several interesting properties compared with the classical algorithms.

Recent Developments in Iterative Methods for Reducing Synchronization

“…Magoulès et al [43,40] proposed the asynchronous variant of Parareal algorithm (see also [57,56]). Another asynchronous time-parallel method based on Laplace transform can be found in [46].…”