A randomized operator splitting scheme inspired by stochastic optimization methods

DOI10.1007/S00211-024-01396-WarXiv2210.05375OpenAlexW4392162660MaRDI QIDQ6413550

Tony Stillfjord, Monika Eisenmann

Publication date: 11 October 2022

Full work available at URL: https://doi.org/10.1007/s00211-024-01396-w

Mathematics Subject Classification ID

Stochastic programming (90C15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Probabilistic methods, stochastic differential equations (65C99)

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