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20232026
most citedMicro-macro Parareal, from ODEs to SDEs and back again

2 citations · 3 across the 6 of their papers we have counts for

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math.NA2023★ 1 cited

Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal scalar McKean-Vlasov SDEs

Ignace Bossuyt, Stefan Vandewalle, Giovanni Samaey

We propose a micro-macro parallel-in-time Parareal method for scalar McKean-Vlasov stochastic differential equations (SDEs). In the algorithm, the fine Parareal propagator is a Mon…