GParareal: a time-parallel ODE solver using Gaussian process emulation

DOI10.1007/s11222-022-10195-yzbMath1502.65041arXiv2201.13418OpenAlexW4312106745MaRDI QIDQ2680306

Yanyan Li

Publication date: 28 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.13418

zbMATH Keywords

initial value problemsparallel-in-timepararealGaussian process emulation

Mathematics Subject Classification ID

Gaussian processes (60G15) Parallel numerical computation (65Y05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (2)

GParareal ⋮ Error Bound Analysis of the Stochastic Parareal Algorithm

Uses Software

• PPINN

Cites Work

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