Parareal computation of stochastic differential equations with time-scale separation: a numerical convergence study

F. Legoll, T. Lelièvre, Keith W. Myerscough, G. Samaey
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Computing and Visualization in Science
Computing and Visualization in Science Engineering-Engineering (all)
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期刊介绍: Devoted to computational sciences, this journal publishes pioneering methods and applications that bring about the solution of complex problems, or even make such solutions possible at all. Since visualization has become an important scientific tool, especially in the analysis of complex situations, it is treated in close connection with the other areas covered by the journal.
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Editorial Toward error estimates for general space-time discretizations of the advection equation A space-time parallel algorithm with adaptive mesh refinement for computational fluid dynamics Applications of time parallelization Parareal computation of stochastic differential equations with time-scale separation: a numerical convergence study
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