A hybrid parareal Monte Carlo algorithm for parabolic problems
type: Item
instance of: scholarly article
title: A hybrid parareal Monte Carlo algorithm for parabolic problems
zbMATH Open document ID: 1497.65168
author: Jad Dabaghi
author: Andrea Zoia
author: Yvon Maday
published in: Journal of Computational and Applied Mathematics
publication date: 2022-10-21T00:00:00Z
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 7604632
zbMATH Keywords: parareal-in-time algorithm
zbMATH Keywords: time-dependent problems
zbMATH Keywords: predictor-corrector
zbMATH Keywords: Galerkin schemes
zbMATH Keywords: Monte Carlo method
MaRDI profile type: Publication
full work available at URL: j.cam.2022.114800
OpenAlex ID: W3135293173
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DOI: 10.1016/J.CAM.2022.114800
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description: scientific article; zbMATH DE number 7604632