2 papers
math.NA2026
A parallel-in-time Newton's method-based ODE solver
Casian Iacob, Hassan Razavi, Simo Särkkä
In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding prob…
cs.DC2025
Temporal parallelisation of continuous-time maximum-a-posteriori trajectory estimation
Hassan Razavi, Ãngel F. GarcÃa-Fernández, Simo Särkkä
This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic different…