Update nonlinear Peregrine solver output for Parareal

Issue/feature addressed

Fix checkpoint outputting of the nonlinear Peregrine solver

Proposed solution

Implementation

Tests

Suggested reviewers

Please suggest any people who would be appropriate to review your code.

Notes

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Checklist

• [ ] Functions and classes, or changes to them, are documented.
• [ ] User guide/documentation is updated.
• Changelog is updated.
• [ ] Suitable tests added for new functionality.
• Contributed code is correctly formatted. (See the contributing guidelines).
• [ ] License added to any new files.
• No extraneous files have been added (e.g. compiler output or test data files).