Convergence analysis of the parareal-Euler algorithm for systems of ODEs with complex eigenvalues

DOI10.1007/s10915-015-0100-xzbMath1339.65095OpenAlexW1691400334MaRDI QIDQ292561

Shu-Lin Wu

Publication date: 8 June 2016

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-015-0100-x

zbMATH Keywords

convergenceiterative algorithmsemidiscretizationFokker-Planck equationscomplex eigenvaluesnumerical resultbackward-Eulerparareal algorithm

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Linear differential equations in abstract spaces (34G10) Fokker-Planck equations (35Q84)

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