Publicaties
Seismic assessment of bridges through structural health monitoring: a state-of-the-art review KU Leuven
Convergence of the Micro-Macro Parareal Method for a Linear Scale-Separated Ornstein-Uhlenbeck SDE KU Leuven
Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this paper, we present and test the convergence behavior of a multiscale, micro-macro version of a Parareal method for stochastic differential equations (SDEs). In our method, the fine propagator of the SDE is based on a high-dimensional slow-fast microscopic model; the coarse ...