Space-Time Parallel Scaling of Parareal with a Physics-Informed Fourier Neural Operator Coarse Propagator Applied to the Black-Scholes Equation

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Authors: Abdul Qadir Ibrahim, Sebastian Götschel, Daniel Ruprecht

Journal title: Proceedings of the Platform for Advanced Scientific Computing Conference

Journal publisher: ACM

Published year: 2025

DOI identifier: 10.1145/3732775.3733574