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

Abdul Qadir Ibrahim, Sebastian Götschel, Daniel Ruprecht. Space-Time Parallel Scaling of Parareal with a Physics-Informed Fourier Neural Operator Coarse Propagator Applied to the Black-Scholes Equation. In Tim Robinson, Michele Woodtli-Schwegler, editors, Proceedings of the Platform for Advanced Scientific Computing Conference, PASC 2025, FHNW University of Applied Sciences and Arts Northwestern Switzerland, Brugg-Windisch, Switzerland, June 16-18, 2025. pages 1-11, ACM, 2025. [doi]

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