Low-rank Parareal: a low-rank parallel-in-time integrator

DOI10.1007/s10543-023-00953-3zbMath1530.65074arXiv2203.08455MaRDI QIDQ6393829

Martin J. Gander, Bart Vandereycken, Benjamin Carrel

Publication date: 16 March 2022

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Parallel numerical computation (65Y05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical methods for matrix equations (65F45)

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