Parareal Algorithm Implementation and Simulation in Julia

06/26/2017

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by   Tyler M. Masthay, et al.

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We present a full implementation of the parareal algorithm---an integration technique to solve differential equations in parallel---in the Julia programming language for a fully general, first-order, initial-value problem. Our implementation accepts both coarse and fine integrators as functional arguments. We use Euler's method and another Runge-Kutta integration technique as the integrators in our experiments. We also present a simulation of the algorithm for purposes of pedagogy.