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math.NA2026
An efficient solver based on low-rank approximation and Neumann matrix series for unsteady diffusion-type partial differential equations with random coefficients
Yujun Zhu, Min Li, Yulan Ning +1
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such…
math.NA2025
Stochastic Parareal Algorithm for Stochastic Differential Equations
Huanxin Wang, Junhan Lyu, Zicheng Peng +1
This paper analyzes the SParareal algorithm for stochastic differential equations (SDEs). Compared to the classical Parareal algorithm, the SParareal algorithm accelerates converge…