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- W4308829368 abstract "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 solutions to an ordinary differential equation (ODE) using a predictor-corrector (PC) scheme. The key difference is that carefully chosen random perturbations are added to the PC to try to accelerate the location of a stochastic solution to the ODE. In this paper, we derive superlinear and linear mean-square error bounds for SParareal applied to nonlinear systems of ODEs using different types of perturbations. We illustrate these bounds numerically on a linear system of ODEs and a scalar nonlinear ODE, showing a good match between theory and numerics." @default.
- W4308829368 created "2022-11-16" @default.
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- W4308829368 date "2022-11-10" @default.
- W4308829368 modified "2023-09-27" @default.
- W4308829368 title "Error bound analysis of the stochastic parareal algorithm" @default.
- W4308829368 doi "https://doi.org/10.48550/arxiv.2211.05496" @default.
- W4308829368 hasPublicationYear "2022" @default.
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