Publication

Fault Tolerance in the Parareal Method

Abstract

Parallel-in-time integration is an often advocated approach for extracting parallelism in the solution of PDEs beyond what is possible using spacial domain decomposition tech- niques. Due to the comparatively low parallel efficiency of parallel-in-time integration techniques, they are primar- ily of interest as an extension for classical approaches at parallelism. As such, potential applications are expected to scale across several hundreds, or possibly thousands of nodes, making algorithmic resilience towards hardware in- duced errors highly relevant. In this work we develop a scheduling scheme for the parareal algorithm that is resilient to node-loss. The fault-tolerant scheme is based on a popu- lar approach introduced by E. Aubanel in [1], modified with a set of MPI interface extensions for implementing recov- ery strategies available in the ULFM framework. In ad- dition, we demonstrate how the parareal algorithm may be made resilient towards Silent-Data-Corruption (SDC) errors by viewing it as a point-iterative method, locally monitor- ing the residual between consecutive iterations so to discard potentially corrupt iterations.

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Related concepts (28)
Numerical methods for ordinary differential equations
Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
Direct multiple shooting method
In the area of mathematics known as numerical ordinary differential equations, the direct multiple shooting method is a numerical method for the solution of boundary value problems. The method divides the interval over which a solution is sought into several smaller intervals, solves an initial value problem in each of the smaller intervals, and imposes additional matching conditions to form a solution on the whole interval. The method constitutes a significant improvement in distribution of nonlinearity and numerical stability over single shooting methods.
Iterative method
In computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the n-th approximation is derived from the previous ones. A specific implementation with termination criteria for a given iterative method like gradient descent, hill climbing, Newton's method, or quasi-Newton methods like BFGS, is an algorithm of the iterative method.
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