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Stochastic parareal: an application of probabilistic methods to
  time-parallelisation
v1v2v3 (latest)

Stochastic parareal: an application of probabilistic methods to time-parallelisation

SIAM Journal on Scientific Computing (SISC), 2021
18 June 2021
K. Pentland
M. Tamborrino
D. Samaddar
Lynton C. Appel
ArXiv (abs)PDFHTML

Papers citing "Stochastic parareal: an application of probabilistic methods to time-parallelisation"

7 / 7 papers shown
Self-Refining Diffusion Samplers: Enabling Parallelization via Parareal
  Iterations
Self-Refining Diffusion Samplers: Enabling Parallelization via Parareal IterationsNeural Information Processing Systems (NeurIPS), 2024
Nikil Roashan Selvam
Amil Merchant
Stefano Ermon
DiffM
392
10
0
11 Dec 2024
RandNet-Parareal: a time-parallel PDE solver using Random Neural
  Networks
RandNet-Parareal: a time-parallel PDE solver using Random Neural NetworksNeural Information Processing Systems (NeurIPS), 2024
Guglielmo Gattiglio
Lyudmila Grigoryeva
M. Tamborrino
332
5
0
09 Nov 2024
Nearest Neighbors GParareal: Improving Scalability of Gaussian Processes
  for Parallel-in-Time Solvers
Nearest Neighbors GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers
Guglielmo Gattiglio
Lyudmila Grigoryeva
M. Tamborrino
291
2
0
20 May 2024
Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal
  scalar McKean-Vlasov SDEs
Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal scalar McKean-Vlasov SDEs
Ignace Bossuyt
Stefan Vandewalle
Giovanni Samaey
288
4
0
17 Oct 2023
Parallel-in-Time Probabilistic Numerical ODE Solvers
Parallel-in-Time Probabilistic Numerical ODE SolversJournal of machine learning research (JMLR), 2023
Nathanael Bosch
Adrien Corenflos
F. Yaghoobi
Filip Tronarp
Philipp Hennig
Simo Särkkä
226
6
0
02 Oct 2023
Error bound analysis of the stochastic parareal algorithm
Error bound analysis of the stochastic parareal algorithmSIAM Journal on Scientific Computing (SISC), 2022
K. Pentland
M. Tamborrino
Timothy John Sullivan
224
3
0
10 Nov 2022
GParareal: A time-parallel ODE solver using Gaussian process emulation
GParareal: A time-parallel ODE solver using Gaussian process emulationStatistics and computing (Stat. Comput.), 2022
K. Pentland
M. Tamborrino
Timothy John Sullivan
J. Buchanan
Lynton C. Appel
313
9
0
31 Jan 2022
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