skip to main content
OSTI.GOV title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: A parallel-in-time algorithm for variable step multistep methods

Journal Article · · Journal of Computational Science
 [1];  [2];  [1]
  1. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States). Center for Applied Scientific Computing
  2. Centre d'Etudes Scientifiques et Techniques d'Aquitaine, Le Barp (France)

This paper presents a multigrid reduction in time (MGRIT) algorithm for achieving time parallelism using multistep backward difference formula (BDF) methods on variably-spaced temporal grids. This MGRIT approach transforms the linear multistep methods into single step methods applied to groups of time steps. Stability considerations are addressed through lowering of the order on coarse grids. The methods are presented for fixed and variable time step formulations. Furthermore, numerical results show moderate speedups for the heat equation as well as two IEEE power grid test problems characterized by nonlinear differential algebraic equations (DAE) of index 1. The performance of MGRIT with BDF is compared to MGRIT with Runge-Kutta for both the fixed and variable step methods of the same order.

Research Organization:
Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
Sponsoring Organization:
USDOE National Nuclear Security Administration (NNSA); USDOE Office of Energy Efficiency and Renewable Energy (EERE)
Grant/Contract Number:
AC52-07NA27344
OSTI ID:
1734610
Alternate ID(s):
OSTI ID: 1780023
Report Number(s):
LLNL-JRNL-739759; 893406
Journal Information:
Journal of Computational Science, Vol. 37, Issue na; ISSN 1877-7503
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English

References (14)

Multigrid methods with space–time concurrency journal August 2017
SUNDIALS: Suite of nonlinear and differential/algebraic equation solvers journal September 2005
The mixed Adams-BDF variable step size algorithm to simulate transient and long term phenomena in power systems journal May 1994
Parallel Time Integration with Multigrid journal January 2014
A highly parallel method for transient stability analysis journal January 1990
Relaxation/Newton methods for concurrent time step solution of differential-algebraic equations in power system dynamic simulations journal May 1993
Parareal in Time for Fast Power System Dynamic Simulations journal May 2016
Résolution d'EDP par un schéma en temps «pararéel » journal April 2001
Parallel methods for integrating ordinary differential equations journal December 1964
Multigrid Reduction in Time for Nonlinear Parabolic Problems: A Case Study journal January 2017
Two-Level Convergence Theory for Multigrid Reduction in Time (MGRIT) journal January 2017
A note on MGR methods journal February 1983
An Alternative Implementation of Variable Step-Size Multistep Formulas for Stiff ODEs journal September 1980
A Practical Method for the Direct Analysis of Transient Stability journal March 1979

Cited By (1)

PyMGRIT: A Python Package for the parallel-in-time method MGRIT preprint January 2020

Similar Records

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection
Journal Article · Wed May 17 00:00:00 EDT 2023 · Journal of Scientific Computing · OSTI ID:1734610

Optimizing multigrid reduction-in-time and Parareal coarse-grid operators for linear advection
Journal Article · Tue Mar 09 00:00:00 EST 2021 · Numerical Linear Algebra with Applications · OSTI ID:1734610

The mixed Adams-BDF variable step size algorithm to simulate transient and long term phenomena in power systems
Journal Article · Sun May 01 00:00:00 EDT 1994 · IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers); (United States) · OSTI ID:1734610