Cover Image

Micro-macro Parareal, from ODEs to SDEs and back again

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bossuyt, Ignace, Vandewalle, Stefan, Samaey, Giovanni
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Computation 65L11, 34E13, 65C30, 68Q10, 65C35, 60H35,
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Convergence of the micro-macro Parareal Method for a Linear Scale-Separated Ornstein-Uhlenbeck SDE: extended version
by: Bossuyt, Ignace, et al.
Published: (2025)

Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal scalar McKean-Vlasov SDEs
by: Bossuyt, Ignace, et al.
Published: (2023)

A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026)

Magnus Methods for Stochastic Delay-Differential Equations
by: Griggs, Mitchell T., et al.
Published: (2025)

Convergence and stability of a micro-macro acceleration method:linear slow-fast stochastic differential equations with additive noise
by: Zieliński, Przemysław, et al.
Published: (2019)

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws
by: Harmon, Jake J., et al.
Published: (2024)

High order splitting methods for SDEs satisfying a commutativity condition
by: Foster, James, et al.
Published: (2022)

Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)

Implementation of Milstein Schemes for Stochastic Delay-Differential Equations with Arbitrary Fixed Delays
by: Griggs, Mitchell T., et al.
Published: (2025)

Dynamical Low-Rank Approximations for Kalman Filtering
by: Nobile, Fabio, et al.
Published: (2025)

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)

Multi-index importance sampling for McKean--Vlasov stochastic differential equations
by: Rached, Nadhir Ben, et al.
Published: (2023)

Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)

Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
by: Biswas, Sani, et al.
Published: (2024)

A numerical method for scattering problems with unbounded interfaces
by: Goodwill, Tristan, et al.
Published: (2024)

Multi-Order Monte Carlo IMEX hierarchies for uncertainty quantification in multiscale hyperbolic systems
by: Bertaglia, Giulia, et al.
Published: (2025)

Convergence of numerical methods for the Navier-Stokes-Fourier system driven by uncertain initial/boundary data
by: Feireisl, Eduard, et al.
Published: (2024)

Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)

Graph-based methods for hyperbolic systems of conservation laws using discontinuous space discretizations
by: Kronbichler, Martin, et al.
Published: (2024)

Higher order numerical methods for SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2024)

Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)

Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2023)

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
by: Allan, Andrew L., et al.
Published: (2023)

On the comparison between phenomenological and kinetic theories of gas mixtures with applications to flocking
by: Bae, Gi-Chan, et al.
Published: (2024)

Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
by: Redmann, Martin
Published: (2024)

Strong convergence of a class of adaptive numerical methods for SDEs with jumps
by: Kelly, Cónall, et al.
Published: (2023)

A Lyapunov-tamed Euler method for singular SDEs
by: Johnston, Tim, et al.
Published: (2026)

Energy Stable and Structure-Preserving Algorithms for the Stochastic Galerkin System of 2D Shallow Water Equations
by: Epshteyn, Yekaterina, et al.
Published: (2024)

Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
by: Zhu, Jingtao, et al.
Published: (2025)

Markov chain Monte Carlo for Bayesian inference of the non-conducting region in intra-atrial reentrant tachycardia
by: Volkaerts, Maarten, et al.
Published: (2026)

Approximating the signature of Brownian motion for high order SDE simulation
by: Foster, James
Published: (2024)

Explicit Runge-Kutta schemes for Backward Stochastic Differential Equations
by: Fang, Shuixin, et al.
Published: (2025)

An Analysis of the Riemann Problem for a $2 \times 2$ System of Keyfitz-Kranzer Type Conservation Laws Using Shadow Waves and Dafermos Regularization
by: Culver, Josh, et al.
Published: (2025)

Asymptotic Analysis of IMEX-RK Methods for ES-BGK Model at Navier-Stokes level
by: Boscarino, Sebastiano, et al.
Published: (2024)

On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)

Multilevel Markov Chain Monte Carlo with likelihood scaling for Bayesian inversion with high-resolution observations
by: Vanmechelen, Pieter, et al.
Published: (2024)

Bicausal optimal transport for SDEs with irregular coefficients
by: Hitz, Michaela, et al.
Published: (2024)

A Lagrangian approach for solving an axisymmetric thermo-electromagnetic problem. Application to time-varying geometry processes
by: Benítez, Marta, et al.
Published: (2024)