Waveform Relaxation with asynchronous time-integration

Abstract: We consider Waveform Relaxation (WR) methods for partitioned time-integration of surface-coupled multiphysics problems. WR allows independent time-discretizations on independent and adaptive time-grids, while maintaining high time-integration orders. Classical WR methods such as Jacobi or Gauss-Seidel WR are typically either parallel or converge quickly. We present a novel parallel WR method utilizing asynchronous communication techniques to get both properties. Classical WR methods exchange discrete functions after time-integration of a subproblem. We instead asynchronously exchange time-point solutions during time-integration and directly incorporate all new information in the interpolants. We show both continuous and time-discrete convergence in a framework that generalizes existing linear WR convergence theory. An algorithm for choosing optimal relaxation in our new WR method is presented. Convergence is demonstrated in two conjugate heat transfer examples. Our new method shows an improved performance over classical WR methods. In one example we show a partitioned coupling of the compressible Euler equations with a nonlinear heat equation, with subproblems implemented using the open source libraries DUNE and FEniCS.