Stochastic Parareal: An Application of Probabilistic Methods to Time-Parallelization
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Publication:5088783
DOI10.1137/21M1414231zbMath1492.65194arXiv2106.10139OpenAlexW4284881725MaRDI QIDQ5088783
Massimiliano Tamborrino, D. Samaddar, Kamran Pentland, Lynton C. Appel
Publication date: 13 July 2022
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.10139
Parallel numerical computation (65Y05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)
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Error Bound Analysis of the Stochastic Parareal Algorithm, GParareal: a time-parallel ODE solver using Gaussian process emulation
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