# Symmetric parareal algorithms for hamiltonian systems

Xiaoying Dai; Claude Le Bris; Frédéric Legoll; Yvon Maday

- Volume: 47, Issue: 3, page 717-742
- ISSN: 0764-583X

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topDai, Xiaoying, et al. "Symmetric parareal algorithms for hamiltonian systems." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 47.3 (2013): 717-742. <http://eudml.org/doc/273346>.

@article{Dai2013,

abstract = {The parareal in time algorithm allows for efficient parallel numerical simulations of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where the propagations over each subinterval for the corrector stage are concurrently performed on the different processors that are available. In this article, we are concerned with the long time integration of Hamiltonian systems. Geometric, structure-preserving integrators are preferably employed for such systems because they show interesting numerical properties, in particular excellent preservation of the total energy of the system. Using a symmetrization procedure and/or a (possibly also symmetric) projection step, we introduce here several variants of the original plain parareal in time algorithm [L. Baffico, et al. Phys. Rev. E 66 (2002) 057701; G. Bal and Y. Maday, A parareal time discretization for nonlinear PDE’s with application to the pricing of an American put, in Recent developments in domain decomposition methods, Lect. Notes Comput. Sci. Eng. 23 (2002) 189–202; J.-L. Lions, Y. Maday and G. Turinici, C. R. Acad. Sci. Paris, Série I 332 (2001) 661–668.] that are better adapted to the Hamiltonian context. These variants are compatible with the geometric structure of the exact dynamics, and are easy to implement. Numerical tests on several model systems illustrate the remarkable properties of the proposed parareal integrators over long integration times. Some formal elements of understanding are also provided.},

author = {Dai, Xiaoying, Le Bris, Claude, Legoll, Frédéric, Maday, Yvon},

journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},

keywords = {parallel integrators; hamiltonian dynamics; long-time integration; symmetric algorithms; symmetric projection; geometric integration; Hamiltonian dynamics; numerical examples; structure-preserving integrators},

language = {eng},

number = {3},

pages = {717-742},

publisher = {EDP-Sciences},

title = {Symmetric parareal algorithms for hamiltonian systems},

url = {http://eudml.org/doc/273346},

volume = {47},

year = {2013},

}

TY - JOUR

AU - Dai, Xiaoying

AU - Le Bris, Claude

AU - Legoll, Frédéric

AU - Maday, Yvon

TI - Symmetric parareal algorithms for hamiltonian systems

JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

PY - 2013

PB - EDP-Sciences

VL - 47

IS - 3

SP - 717

EP - 742

AB - The parareal in time algorithm allows for efficient parallel numerical simulations of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where the propagations over each subinterval for the corrector stage are concurrently performed on the different processors that are available. In this article, we are concerned with the long time integration of Hamiltonian systems. Geometric, structure-preserving integrators are preferably employed for such systems because they show interesting numerical properties, in particular excellent preservation of the total energy of the system. Using a symmetrization procedure and/or a (possibly also symmetric) projection step, we introduce here several variants of the original plain parareal in time algorithm [L. Baffico, et al. Phys. Rev. E 66 (2002) 057701; G. Bal and Y. Maday, A parareal time discretization for nonlinear PDE’s with application to the pricing of an American put, in Recent developments in domain decomposition methods, Lect. Notes Comput. Sci. Eng. 23 (2002) 189–202; J.-L. Lions, Y. Maday and G. Turinici, C. R. Acad. Sci. Paris, Série I 332 (2001) 661–668.] that are better adapted to the Hamiltonian context. These variants are compatible with the geometric structure of the exact dynamics, and are easy to implement. Numerical tests on several model systems illustrate the remarkable properties of the proposed parareal integrators over long integration times. Some formal elements of understanding are also provided.

LA - eng

KW - parallel integrators; hamiltonian dynamics; long-time integration; symmetric algorithms; symmetric projection; geometric integration; Hamiltonian dynamics; numerical examples; structure-preserving integrators

UR - http://eudml.org/doc/273346

ER -

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