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

2020 ◽  
Vol 23 (1-4) ◽  
Author(s):  
Frédéric Legoll ◽  
Tony Lelièvre ◽  
Keith Myerscough ◽  
Giovanni Samaey
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pp. 5799-5804 ◽  
Author(s):  
Aditya Kumar ◽  
Panagiotis D. Christofides ◽  
Prodromos Daoutidis

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Vol 124 (7) ◽  
pp. 913-919 ◽  
Author(s):  
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Yoshifumi Zoka ◽  
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