2 papers
cs.DC2025
Temporal parallelisation of continuous-time maximum-a-posteriori trajectory estimation
Hassan Razavi, Ángel F. García-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…
math.NA2025
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…