Stochastic Parareal: An Application of Probabilistic Methods to Time-Parallelization
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Cites work
- 50 years of time parallel time integration
- A ``parareal in time discretization of PDE's
- A Convergent Algorithm for Time Parallelization Applied to Reservoir Simulation
- A modern retrospective on probabilistic numerics
- A parallel shooting technique for solving dissipative ODE's
- A parareal in time procedure for the control of partial differential equations
- A Parareal in Time Semi-implicit Approximation of the Navier-Stokes Equations
- An adaptive parareal algorithm
- An introduction to copulas.
- Analysis of the Parareal Time‐Parallel Time‐Integration Method
- Applications of time parallelization
- Chemical instabilities and sustained oscillations
- Deterministic Nonperiodic Flow
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 1827892 (Why is no real title available?)
- scientific article; zbMATH DE number 2113718 (Why is no real title available?)
- scientific article; zbMATH DE number 790009 (Why is no real title available?)
- Nonlinear Convergence Analysis for the Parareal Algorithm
- On the Convergence and the Stability of the Parareal Algorithm to Solve Partial Differential Equations
- Parallel algorithms for initial-value problems for difference and differential equations
- Parallel in time simulation of multiscale stochastic chemical kinetics
- Parallel methods for integrating ordinary differential equations
- Parallelization in time of numerical simulations of fully-developed plasma turbulence using the parareal algorithm
- Parareal computation of stochastic differential equations with time-scale separation: a numerical convergence study
- Probabilistic numerics and uncertainty in computations
- The Parareal in Time Iterative Solver: a Further Direction to Parallel Implementation
Cited in
(11)- A parallel time integrator for noisy nonlinear oscillatory systems
- Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus
- GParareal: a time-parallel ODE solver using Gaussian process emulation
- Parallel optimized sampling for stochastic equations
- Stochastic parareal: an application of probabilistic methods to time-parallelization
- Error Bound Analysis of the Stochastic Parareal Algorithm
- A second-order time parallel decoupled algorithm for the Stokes/Darcy model
- Nearest neighbors GParareal: improving scalability of Gaussian processes for parallel-in-time solvers
- Monte Carlo-moments micro-macro parareal method for unimodal and bimodal scalar McKean-Vlasov sdes
- Stochastic parareal algorithm for stochastic differential equations
- Parallel computations for Metropolis Markov chains with Picard maps
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