scholarly journals Intrinsic fault tolerance of multilevel Monte Carlo methods

2015 ◽  
Vol 84 ◽  
pp. 24-36 ◽  
Author(s):  
Stefan Pauli ◽  
Peter Arbenz ◽  
Christoph Schwab
Keyword(s):  
Monte Carlo ◽  
Fault Tolerance ◽  
Monte Carlo Methods ◽  
Multilevel Monte Carlo

scholarly journals Space-time multilevel Monte Carlo methods and their application to cardiac electrophysiology

2021 ◽  
Vol 433 ◽  
pp. 110164
Author(s):  
S. Ben Bader ◽  
P. Benedusi ◽  
A. Quaglino ◽  
P. Zulian ◽  
R. Krause
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Cardiac Electrophysiology ◽  
Space Time ◽  
Multilevel Monte Carlo

scholarly journals Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

2013 ◽  
Vol 125 (3) ◽  
pp. 569-600 ◽  
Author(s):  
A. L. Teckentrup ◽  
R. Scheichl ◽  
M. B. Giles ◽  
E. Ullmann
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Random Coefficients ◽  
Elliptic Pdes ◽  
Multilevel Monte Carlo

scholarly journals $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations

2020 ◽  
Vol 42 (4) ◽  
pp. B1067-B1091
Author(s):  
Andrea Beck ◽  
Jakob Dürrwächter ◽  
Thomas Kuhn ◽  
Fabian Meyer ◽  
Claus-Dieter Munz ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Uncertainty Quantification ◽  
Monte Carlo Methods ◽  
Stokes Equations ◽  
Navier Stokes ◽  
Multilevel Monte Carlo ◽  
Navier Stokes Equations

scholarly journals Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs

2013 ◽  
Vol 11 (4) ◽  
pp. 1033-1070 ◽  
Author(s):  
Assyr Abdulle ◽  
Andrea Barth ◽  
Christoph Schwab
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Multilevel Monte Carlo
Sign in / Sign up

Export Citation Format

Share Document