Towards a Parallel-in-Time Calculation of Time-Periodic Solutions with Unknown Period

Abstract: This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial values at each subinterval as well as the corresponding period iteratively. As in the Parareal method, parallelization in the time domain is performed using discretization on a two-level grid. A special linearization of the time-periodic system on the coarse grid is introduced to speed up the computations. The iterative algorithm is verified via its application to the Colpitt oscillator model.