SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Invited Talk

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A micro-macro parareal algorithm: application to singularly perturbed ordinary differential equations

G. Samaey, F. Legoll and T. Lelièvre

Abstract
We introduce a micro-macro parareal algorithm for the time-parallel integration of multiscale-in-time systems. The algorithm first computes a cheap, but inaccurate, solution using a coarse propagator (simulating an approximate slow macroscopic model), which is iteratively corrected in parallel using a fine-scale propagator (accurately simulating the full microscopic dynamics). We provide a numerical analysis of the algorithm for a prototypical example of a micro-macro model, namely singularly perturbed ordinary differential equations.

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