A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves (Q6645123)

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scientific article; zbMATH DE number 7950862
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A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
scientific article; zbMATH DE number 7950862

    Statements

    A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves (English)
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    28 November 2024
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    uncertainty quantification
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    high-performance computing
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    multilevel Monte Carlo method
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    knapsack problem
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    dynamic programming
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    parallelization
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    wave propagation
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