Optimized Two-Step Coarse Propagators in Parareal Algorithms
This work addresses the bottleneck of slow convergence in parareal algorithms for time-parallel integration of parabolic PDEs, offering a practical optimization guideline.
The authors propose a two-step coarse propagator for the parareal algorithm, optimized to achieve a convergence factor of about 0.0064, significantly faster than standard coarse propagators. Numerical experiments on linear and nonlinear parabolic equations confirm rapid convergence.
In this work, we propose a novel framework for accelerating the parareal algorithm, in which the coarse propagator is formulated as a two-step method and optimized with respect to the convergence factor.} We derive a rigorous error estimate for the proposed two-step parareal algorithm, yielding an explicit bound on the linear convergence factor. This estimate is not only of theoretical interest: it provides a quantitative guideline for selecting and designing coarse propagators. Guided by this estimate, we {consider the linear parabolic equation as an illustrative example and }construct an optimized two-step coarse propagator~(O2CP) that delivers very fast convergence in practice. The resulting method attains an optimized convergence factor of approximately $0.0064$, substantially smaller than that of commonly used practical coarse propagators in the classical parareal setting, while keeping the computational cost moderate. Numerical experiments on linear and nonlinear parabolic equations fully support the theoretical analysis and demonstrate rapid convergence of the two-step parareal algorithm equipped with the O2CP.