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Parallelizing the Kolmogorov-Fokker-Planck Equation
(ESAIM M2AN: Mathematical Modelling and Numerical Analysis, 2015-12-31)
We design two parallel schemes, based on Schwarz Waveform Relaxation (SWR) procedures, for the numerical solution of the Kolmogorov equation. The latter is a simplified version of the Fokker-Planck equation describing the ...