Parareal algorithms with local time-integrators for time fractional differential equations

Abstract

It is challenge work to design parareal algorithms for time-fractional differential equations due to the historical effect of the fractional operator. A direct extension of the classical parareal method to such equations will lead to unbalance computational time in each process. In this work, we present an efficient parareal iteration scheme to overcome this issue, by adopting two recently developed local time-integrators for time fractional operators. In both approaches, one introduces auxiliary variables to localized the fractional operator. To this end, we propose a new strategy to perform the coarse grid correction so that the auxiliary variables and the solution variable are corrected separately in a mixed pattern. It is shown that the proposed parareal algorithm admits robust rate of convergence. Numerical examples are presented to support our conclusions.