Journal article

A Parareal Method for Time-fractional Differential Equations

In this paper, a parareal method is proposed for the parallel-in-time integration of time-fractional differential equations (TFDEs). It is a generalization of the original parareal method, proposed for classic differential equations. To match the global feature of fractional derivatives, the new method has in the correction step embraced the history part of the solution. We provide a convergence analysis under the assumption of Lipschitz stability conditions. We use a multi-domain spectral integrator to build the serial solvers and numerical results demonstrate the feasibility of the new approach and confirm the convergence analysis. Studies also show that both the coarse resolution and the nature of the differential operators can affect the performance.

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