A Fourier-Aware Projection-Based Periodic Parareal Method for Time-Periodic Problems

Abstract

Time-periodic problems arise when the desired solution is a periodic steady state rather than a transient trajectory. The periodic parareal algorithm with a periodic coarse problem (PP-PC) is a periodicity-preserving parallel-in-time approach for such problems. Projection-based correction can accelerate convergence of both parareal and PP-PC. In this paper, we propose a Fourier-aware construction of projection spaces and a new correction scheme to further accelerate the convergence of projection-based PP-PC. We develop a convergence analysis of projection-based PP-PC with the discrepancy-based correction scheme for general nonlinear time-periodic problems. For an arbitrary orthogonal projection, we derive a local one-step convergence estimate controlled by the unresolved error and explicit nonlinear contributions. A temporal Fourier decomposition bounds the unresolved error by a tail-leak quantity, which is small when dominant error modes are selected and their coefficients are captured by the projection space. For linear problems, the nonlinear contributions vanish, yielding a globally valid one-step tail-leak convergence estimate under weaker assumptions. Experiments on linear and nonlinear problems show that Fourier-aware PP-PC requires fewer outer iterations than Krylov-enhanced PP-PC. For the linear problems, the errors track the tail-leak bound. For the nonlinear problems, the experiments quantify the unresolved-error and explicit nonlinear contributions in the local one-step estimate and show that the evaluated tail-leak estimate follows the observed decay.