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On Dynamic Parallelization of Multilevel Monte Carlo Algorithm Cover

On Dynamic Parallelization of Multilevel Monte Carlo Algorithm

Cybernetics and Information Technologies
Volume 20 (2020): Issue 6 (December 2020)
By:  and    
Open Access
|Dec 2020
Authors

Authors

Nikolay Shegunov

shegunov@itwm.fraunhofer.de

Kaiserslautern, Germany
Sofia University, Sofia, Bulgaria

Oleg Iliev

oleg.iliev@itwm.fraunhofer.de

Kaiserslautern, Germany
Institute of Mathematics, Sofia, Bulgaria
DOI: https://doi.org/10.2478/cait-2020-0066 | Journal eISSN: 1314-4081 | Journal ISSN: 1311-9702 (formerly 1314-4081)
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Language: English
Page range: 116 - 125
Submitted on: Sep 25, 2020
Accepted on: Nov 4, 2020
Published on: Dec 31, 2020
Published by: Bulgarian Academy of Sciences, Institute of Information and Communication Technologies
In partnership with: Paradigm Publishing Services
Keywords:
SPDE,
MLMC,
UQ,
Parallelization,
Flow in random porous media
Related subjects:
Computer sciences,
Information technology

© 2020 Nikolay Shegunov, Oleg Iliev, published by Bulgarian Academy of Sciences, Institute of Information and Communication Technologies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 20 (2020): Issue 6 (December 2020)
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