A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
type: Item
instance of: scholarly article
title: A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
author: Niklas Baumgarten
author: Sebastian Krumscheid
author: Christian Wieners
published in: SIAM/ASA Journal on Uncertainty Quantification
publication date: 2024-11-28T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 65Y05
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 7950862
zbMATH Keywords: uncertainty quantification
zbMATH Keywords: high-performance computing
zbMATH Keywords: multilevel Monte Carlo method
zbMATH Keywords: knapsack problem
zbMATH Keywords: dynamic programming
zbMATH Keywords: parallelization
zbMATH Keywords: wave propagation
MaRDI profile type: Publication
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DOI: 10.1137/23M1588354
description: scientific article; zbMATH DE number 7950862