Space-time parallel scaling of Parareal with a physics-informed Fourier Neural Operator coarse propagator applied to the Black-Scholes equation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ibrahim, Abdul Qadir, Götschel, Sebastian, Ruprecht, Daniel
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis 65Y05, 68T07, 65M55
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.02521