Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 7(332), p. 661-668
DOI: 10.1016/s0764-4442(00)01793-6
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The purpose of this Note is to propose a time discretization of a partial differential evolution equation that allows for parallel implementations. The method, based on an Euler scheme, combines coarse resolutions and independent fine resolutions in time in the same spirit as standard spacial approximations. The resulting parallel implementation is done in the non standard time direction. Its main goal concerns real time problems, hence the proposed terminology of “parareal” algorithm.