Quadratic spline collocation and parareal deferred correction method for parabolic PDEs

Abstract

In this paper, we consider a linear parabolic PDE, and use optimal quadratic spline collocation (QSC) methods for the space discretization, proceed the parareal technique on the time domain. Meanwhile, deferred correction technique is used to improve the accuracy during the iterations. The error estimation is presented and the stability is analyzed. Numerical experiments, which is carried out on a parallel computer with 40 CPUs, are attached to exhibit the effectiveness of the hybrid algorithm.