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

DOI10.1016/j.matcom.2023.05.018arXiv2111.11788OpenAlexW3217698773MaRDI QIDQ6094001

Javier Principe, Jerrad Hampton, Santiago Badia

Publication date: 12 September 2023

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.11788

zbMATH Keywords

stochastic partial differential equationsparallel programminguncertainty quantificationmultilevel Monte Carlocomputational statisticsgeometric uncertainty

Mathematics Subject Classification ID

Numerical analysis (65-XX) Computer science (68-XX)

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