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

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DOI10.1137/23m1588354MaRDI QIDQ6645123

Christian Wieners, Sebastian Krumscheid, Niklas Baumgarten

Publication date: 28 November 2024

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

dynamic programming wave propagation knapsack problem parallelization high-performance computing uncertainty quantification multilevel Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Dynamic programming (90C39) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Parallel numerical computation (65Y05)

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