This is a short tutorial on the parareal algorithm as presented by Lions, Maday, and Turinici. It provides the implementation of the parareal algorithm for a 1D, first-order ODE. In addition, there is a simulator that provides a simulation of how the algorithm executes. More details are outlined in the preprint https://arxiv.org/abs/1706.08569.
Provides an implementation of a basic parareal algorithm for a 1D, first-order ODE. It also includes a simulation that details how the algorithm works.
Provides two test cases. The first converges quickly (in the eyeball norm) and is a case where the algorithm may provide speedup. The other converges very slowly, indicating a test case where parareal version will likely be slower than sequential algorithm.
Given that Julia is a young language and changes often, this code may very well need minor changes in order to run with the most recent version of Julia. However, it should be compatible with Julia 0.7 at worst. This code should be treated as a teaching tool to get familiar with parallel programming in Julia; this code is far from production quality.