@Article{JCM-37-1,
author = {Zhang, Liying and Zhou, Weien and Lihai, Ji},
title = {Parareal Algorithms Applied to Stochastic Differential Equations with Conserved Quantities},
journal = {Journal of Computational Mathematics},
year = {2019},
volume = {37},
number = {1},
pages = {48--60},
abstract = {<p style="text-align: justify;">In this paper, we couple the parareal algorithm with projection methods of the trajectory
on a specific manifold, defined by the preservation of some conserved quantities of
stochastic differential equations. First, projection methods are introduced as the coarse
and fine propagators. Second, we apply the projection methods for systems with conserved
quantities in the correction step of original parareal algorithm. Finally, three numerical
experiments are performed by different kinds of algorithms to show the property of convergence
in iteration, and preservation in conserved quantities of model systems.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1708-m2017-0089},
url = {https://global-sci.com/article/84382/parareal-algorithms-applied-to-stochastic-differential-equations-with-conserved-quantities}
}