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Chapter 5 : Direct Space Time Parallel Solvers

Section 5.1 : Parallel Predictor Corrector Methods

📜 Description 🧮 Matlab 🐍 Python
Predictor-Corrector scheme from Mikanker and Liniger, sequential MirakerLinigerS.m MirakerLinigerS.py
Predictor-Corrector scheme from Mikanker and Liniger, parallel MirakerLinigerP.m MirakerLinigerP.py
Example of use on the Lorenz system exampleMirankerLiniger.m exampleMirankerLiniger.py

Section 5.3 : Time Parallel Cyclic Reduction

📜 Description 🧮 Matlab 🐍 Python
Cyclic Reduction for a bidiagonal system CyclicReduction.m CyclicReduction.py
Cyclic Reduction for a bidiagonal system CyclicBackSubstitution.m CyclicBackSubstitution.py
example of use on Dahlquist equation exampleCyclicReductionDahlquist.m exampleCyclicReductionDahlquist.m

🔔 The code for CyclicReduction given in the book is incomplete, the version above is the correct one.

Section 5.4 : Time Parallel Methods Based on Laplace Transform

📜 Description 🧮 Matlab 🐍 Python
Time-Parallel Laplace Transform on the Heat equation exampleLaplaceTransform.m exampleLaplaceTransform.py

Section 5.5 : Time Parallelization Based on Diagonalization

📜 Description 🧮 Matlab 🐍 Python
Paradiag-I with Backward Euler to solve the ODE $y'+ay(t)=f(t)$ ODEBEP.m ODEBEP.py
Paradiag-II applied on the Dahlquist problem exampleDirectDahlquist.m exampleDirectDahlquist.py

Section 5.6 : Time Parallelization Based on Integral Deferred Corrections

📜 Description 🧮 Matlab 🐍 Python
Lagrange Weights in IDC for $M \in {2, 3, 4, 5, 6}$ LagrangeWeights.m LagrangeWeights.py
Integral Deferred Corrections IDC.m IDC.py
example of IDC on the Dahlquist problem exampleIDCDahlquist.m exampleIDCDahlquist.py
Parallel Integral Deferred Corrections PIDC.m PIDC.py
Revisionist Integral Deferred Corrections RIDC.m RIDC.py
Revisionist Integral Deferred Corrections with Restarts RIDCRestarts.m RIDCRestarts.py

Section 5.7 : ParaExp

📜 Description 🧮 Matlab 🐍 Python
ParaExp used to solve the Heat equation in Matlab exampleParaExp.m exampleParaExp.py

📖 Table of Content