Coupling Parareal with optimized Schwarz waveform relaxation for parabolic problems

We propose and analyze a new parallel paradigm that uses both the time and the space directions. The original approach couples the Parareal algorithm with incomplete optimized Schwarz waveform relaxation (OSWR) iterations. The analysis of this coupled method is presented for a one-dimensional advection-reaction-diffusion equation. We also prove a general convergence result for this method via energy estimates. Numerical results for two-dimensional advection-diffusion problems and for a diffusion equation with strong heterogeneities are presented to illustrate the performance of the coupled Parareal-OSWR algorithm. (authors)