Parareal algorithms implemented with IMEX Runge-Kutta methods

Abstract

Parareal algorithm is a very powerful parallel computation method and has received much interest from many researchers over the past few years. The aim of this paper is to investigate the performance of parareal algorithm implemented with IMEX Runge-Kutta (RK) methods. A stability criterion of the parareal algorithm coupled with IMEX RK methods is established and the advantage (in the sense of stability) of implementing with this kind of RK methods is numerically investigated. Finally, numerical examples are given to illustrate the efficiency and performance of different parareal methods.