An enhanced parareal algorithm based on the deferred correction methods for a stiff system

Sunyoung Bu, June Yub Lee

Research output: Contribution to journalArticlepeer-review

8 Scopus citations


In this study, we consider a variant of the hybrid parareal algorithm based on deferred correction techniques in order to increase the convergence order even for the stiff system. A hybrid parareal scheme introduced by Minion (2011) [20] improves the efficiency of the original parareal by utilizing a Spectral Deferred Correction (SDC) strategy for a fine propagator within the parareal iterations. In this paper, we use Krylov Deferred Correction (KDC) for a fine propagator to solve the stiff system and Differential Algebraic Equations (DAEs) stably. Also we employ a deferred correction technique based on the backward Euler method for a coarse propagator in order to make the global order of accuracy reasonably high while limiting the cost of sequential steps as small as possible. Numerical experiments on the efficiency of our method are promising.

Original languageEnglish
Pages (from-to)297-305
Number of pages9
JournalJournal of Computational and Applied Mathematics
StatePublished - 2014

Bibliographical note

Funding Information:
This work was supported by Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2009-0093827 ).


  • Differential algebraic equation
  • Hybrid parareal algorithm
  • Krylov deferred correction
  • Spectral deferred correction
  • Stiff system


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