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math.NA2022
Error bound analysis of the stochastic parareal algorithm
Kamran Pentland, Massimiliano Tamborrino, T. J. Sullivan
Stochastic parareal (SParareal) is a probabilistic variant of the popular parallel-in-time algorithm known as parareal. Similarly to parareal, it combines fine- and coarse-grained…
math.NA2022
GParareal: A time-parallel ODE solver using Gaussian process emulation
Kamran Pentland, Massimiliano Tamborrino, T. J. Sullivan +2
Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integ…