Parallel-in-time solution of scalar nonlinear conservation laws

Abstract: We consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially non-oscillatory (WENO) reconstructions, and in time with high-order explicit Runge-Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of non-differentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton's method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for non-conservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley--Leverett equations. For many test problems, the solver converges in just a handful of iterations with convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.