NSDETimeParallel.jl

Parareal with explicit stopping targets, chunk schedules, and work diagnostics.

First example

using NSDERungeKutta, NSDETimeParallel
problem = Logistic(0.3, (0.0, 2.0))
par = Parareal(RK4(h=0.005), RK4(h=0.05); N=4)
result = solve(problem, par; backend=ThreadsBackend())
@assert result.diagnostics.status in (:converged, :exact)
result.diagnostics.fine_batches

Start with the guided tour, then consult:

Environment

These pages describe the current development checkout (Julia 1.10 or later). Use compatible versions of the NSDE packages in one project. For local checkouts, develop each package with Pkg.develop(path="/path/to/package"); Pkg.status() reports what will actually load. A registered release may expose an older API. Plotting examples additionally need Plots.

Reference

G. A. Antonucci (2025), Solving chaotic ODEs with time-parallel algorithms, DPhil thesis, University of Oxford. DOI: 10.5287/ora-xoevp0dez. The thesis provides the mathematical background; the API and implementation conventions are specified by these package docs.