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Parareal computation of stochastic differential equations with time-scale separation: a numerical study.

, , , and . CoRR, (2019)

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High-Order Asymptotic-Preserving Projective Integration Schemes for Kinetic Equations., , , , and . ENUMATH, volume 103 of Lecture Notes in Computational Science and Engineering, page 387-395. Springer, (2013)Variance-reduced HMM for Stochastic Slow-Fast Systems., and . ICCS, volume 80 of Procedia Computer Science, page 1255-1266. Elsevier, (2016)The Gap-Tooth Scheme for Homogenization Problems., , and . Multiscale Modeling & Simulation, 4 (1): 278-306 (2005)Decentralised Autonomic Computing: Analysing Self-Organising Emergent Behaviour using Advanced Numerical Methods., , , and . ICAC, page 52-63. IEEE Computer Society, (2005)A Micro-Macro Parareal Algorithm: Application to Singularly Perturbed Ordinary Differential Equations., , and . SIAM J. Scientific Computing, (2013)Editorial., and . Mathematics and Computers in Simulation, 80 (7): 1359-1360 (2010)Telescopic Projective Integration for Multiscale Kinetic Equations with a Specified Relaxation Profile., and . ICCS, volume 51 of Procedia Computer Science, page 1158-1167. Elsevier, (2015)Reverse mapping method for complex polymer systems., , , , and . Journal of Computational Chemistry, 39 (11): 648-664 (2018)Patch dynamics with buffers for homogenization problems., , and . J. Comput. Physics, 213 (1): 264-287 (2006)An Analysis of Equivalent Operator Preconditioning for Equation-Free Newton-Krylov Methods., and . SIAM J. Numerical Analysis, 48 (2): 633-658 (2010)