Time Parallel Time Integration

PinT methods predict near and far future simultaneously using parallel time integration. The work examines four classes—shooting-type, waveform relaxation, time-parallel multigrid, and direct methods—bolstered by historical context, convergence analyses, practical illustrations, and runnable MATLAB code.
Predicting the future is a difficult task but, as with the weather, it is possible with good models. But how does one predict the far future before the near future is known? Time parallel time integration, also known as PinT (Parallel-in-Time) methods, aims to predict the near and far future simultaneously. In this self-contained book, the first on the topic, readers will find a comprehensive and up-to-date description of methods and techniques that have been developed to do just this.

The authors describe the four main classes of PinT methods: shooting-type methods, waveform relaxation methods, time parallel multigrid methods, and direct time parallel methods. In addition, they provide historical background for each of the method classes, complete convergence analyses for the most representative variants of the methods in each class, and illustrations and runnable MATLAB code.

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