Abstract : In this talk, we present a three-level variant of the parareal algorithm that uses three propagators at the fine, intermediate and coarsest levels. The fine and intermediate levels can both be run in parallel, only the coarsest level propagation is completely sequential. We interpret our algorithm as a variant of three-level MGRIT, and we present a convergence analysis that uses parareal-type assumptions, i.e., those that involve Lipschitz constants on the propagators. We present numerical experiments to illustrate how sharp the estimates are for various time dependent problems.

Keywords : parareal; multilevel methods; parallel in time integration