A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms

DOI10.1007/s10915-021-01598-6OpenAlexW3201190896MaRDI QIDQ2233963

Ramon Amela, Riccardo Tosi, Rosa M. Badia, Riccardo Rossi

Publication date: 12 October 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-021-01598-6

zbMATH Keywords

Monte Carlodistributed computinghigh performance computingmultilevel Monte Carloasynchronous algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Distributed algorithms (68W15)

Related Items

A massively parallel implementation of multilevel Monte Carlo for finite element models

Uses Software

• DAKOTA
• PyCOMPSs
• ServiceSs

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