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math.NA2024★ 2 cited
Space-time parallel scaling of Parareal with a physics-informed Fourier Neural Operator coarse propagator applied to the Black-Scholes equation
Abdul Qadir Ibrahim, Sebastian Götschel, Daniel Ruprecht
Iterative parallel-in-time algorithms like Parareal can extend scaling beyond the saturation of purely spatial parallelization when solving initial value problems. However, they re…
math.NA2023★ 12 cited
Parareal with a physics-informed neural network as coarse propagator
Abdul Qadir Ibrahim, Sebastian Götschel, Daniel Ruprecht
Parallel-in-time algorithms provide an additional layer of concurrency for the numerical integration of models based on time-dependent differential equations. Methods like Parareal…