A hybrid parareal Monte Carlo algorithm for parabolic problems
DOI10.1016/j.cam.2022.114800zbMath1497.65168OpenAlexW3135293173MaRDI QIDQ2087504
Andrea Zoia, Jad Dabaghi, Yvon Maday
Publication date: 21 October 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114800
Monte Carlo methodpredictor-correctortime-dependent problemsGalerkin schemesparareal-in-time algorithm
Monte Carlo methods (65C05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Parallel numerical computation (65Y05)
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