Abstract
In this work, we consider a two-dimensional slow-fast Ornstein-Uhlenbeck (OU) stochastic differential equation (SDE) [9].
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2024 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this paper
Cite this paper
Bossuyt, I., Vandewalle, S., Samaey, G. (2024). Convergence of the Micro-Macro Parareal Method for a Linear Scale-Separated Ornstein-Uhlenbeck SDE. In: Dostál, Z., et al. Domain Decomposition Methods in Science and Engineering XXVII. DD 2022. Lecture Notes in Computational Science and Engineering, vol 149. Springer, Cham. https://doi.org/10.1007/978-3-031-50769-4_7
Download citation
DOI: https://doi.org/10.1007/978-3-031-50769-4_7
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-031-50768-7
Online ISBN: 978-3-031-50769-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)