PiTSBiCG: Parallel in Time Stable Bi-Conjugate Gradient Algorithm

Abstract

This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating the parallel in time problem algebraically and solve it using an adapted Bi-Conjugate gradient stabilized method. The proposed Parallel in time Stable Bi-Conjugate algorithm (PiTSBiCG) has a great potential in stabilizing the parallel resolution for a variety of problems. In this work, we describe the mathematical approach to the new algorithm and provide numerical evidences that show its superiority to the standard parareal method.