Parallel time integration software

Abstract

This package implements an optimal-scaling multigrid solver for the (non) linear systems that arise from the discretization of problems with evolutionary behavior. Typically, solution algorithms for evolution equations are based on a time-marching approach, solving sequentially for one time step after the other. Parallelism in these traditional time-integrarion techniques is limited to spatial parallelism. However, current trends in computer architectures are leading twards system with more, but not faster. processors. Therefore, faster compute speeds must come from greater parallelism. One approach to achieve parallelism in time is with multigrid, but extending classical multigrid methods for elliptic poerators to this setting is a significant achievement. In this software, we implement a non-intrusive, optimal-scaling time-parallel method based on multigrid reduction techniques. The examples in the package demonstrate optimality of our multigrid-reduction-in-time algorithm (MGRIT) for solving a variety of parabolic equations in two and three sparial dimensions. These examples can also be used to show that MGRIT can achieve significant speedup in comparison to sequential time marching on modern architectures.