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Main Authors: Huang, Jianguo, Xu, Yuejin
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2412.01138
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author Huang, Jianguo
Xu, Yuejin
author_facet Huang, Jianguo
Xu, Yuejin
contents In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation with continuous multilinear rectangular basis function for spatial discretization, and then takes the Runge-Kutta approach accompanied with Parareal framework for time integration of the resulting semi-discrete system to produce parallel-in-time numerical solution. Under certain regularity assumptions, fully-discrete error estimates in $L^2$-norm are derived for the proposed schemes with random interpolation nodes. Moreover, a fast solver can be provided based on tensor product spectral decomposition and fast Fourier transform (FFT), since the mass and coefficient matrices of the proposed method can be simultaneously diagonalized with an orthogonal matrix. A series of numerical experiments in various dimensions are also presented to validate the theoretical results and demonstrate the excellent performance of the proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2412_01138
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Parareal exponential integrator finite element method for linear parabolic equations
Huang, Jianguo
Xu, Yuejin
Numerical Analysis
In this paper, for solving a class of linear parabolic equations in rectangular domains, we have proposed an efficient Parareal exponential integrator finite element method. The proposed method first uses the finite element approximation with continuous multilinear rectangular basis function for spatial discretization, and then takes the Runge-Kutta approach accompanied with Parareal framework for time integration of the resulting semi-discrete system to produce parallel-in-time numerical solution. Under certain regularity assumptions, fully-discrete error estimates in $L^2$-norm are derived for the proposed schemes with random interpolation nodes. Moreover, a fast solver can be provided based on tensor product spectral decomposition and fast Fourier transform (FFT), since the mass and coefficient matrices of the proposed method can be simultaneously diagonalized with an orthogonal matrix. A series of numerical experiments in various dimensions are also presented to validate the theoretical results and demonstrate the excellent performance of the proposed method.
title A Parareal exponential integrator finite element method for linear parabolic equations
topic Numerical Analysis
url https://arxiv.org/abs/2412.01138