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A dissipative scalar heat mode with Parareal correction

Example

For the dissipative scalar mode y˙=−y, take macro interval length H=1/2, two forward-Euler microsteps of length h=1/4 for the fine propagator, and one backward-Euler step of length H for the coarse propagator. Starting from x0=1, after the first Parareal correction the node at t=1 is 11/36, while the sequential fine value is 81/256. The coarse initial value there is 4/9, so this correction reduces the error relative to the sequential fine trajectory from 295/2304 to 25/2304. This finite comparison makes no error claim about the exact ODE solution.

Facts & Assumptions

Given: Forward Euler and backward Euler on the stated macro grid, with the Parareal recurrence.

[F1]

The explicit Euler, midpoint, and classical fourth-order Runge–Kutta tableaus: Forward Euler has s=1, A=(0), b=(1), and c=(0).

[F2]

Backward Euler step equation and algebraic residual: a backward-Euler endpoint satisfies yn+1=yn+hnf(tn+hn,yn+1).

[F3]

Finite-budget Parareal correction sweeps: the correction is Un+1k+1=Gn(Unk+1)+Fn(Unk)−Gn(Unk).

[A1]

N=3, x0=1, H=1/2, and the fine map uses two forward-Euler microsteps of length 1/4 for y˙=−y.

Verification

1.1givenF1F2A1algebra

By [F1], one fine microstep maps x to x−14x=34x, so the two-step fine macro map is F(x)=916x. By [F2], the coarse backward-Euler equation is z=x−12z, whose unique solution is G(x)=23x.

2.1givenstep 1.1algebra

The sequential fine values are x1=916 and x2=81256, while coarse initialization gives U10=23 and U20=49.

2.2givenF3step 1.1algebra

The first correction has U11=F(1)=916. Using [F3], U21=G(916)+(F−G)(23)=38+(916−23)23=1136.

3.1givenstep 2.1step 2.2algebra∎

Direct subtraction gives ∣U20−x2∣=∣49−81256∣=2952304 and ∣U21−x2∣=∣1136−81256∣=252304. Thus the error decreases for these parameters; the calculation does not assert monotone decrease for other propagators.

Depends on

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